Asymptotic limits of spiked eigenvalues and eigenvectors of signal-plus-noise matrices with weak signals and heteroskedastic noise

Fuente: arXiv

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Bibliographic Details
Main Authors:	Liu, Xiaoyu, Liu, Yiming, Pan, Guangming, Zhang, Lingyue, Zhang, Zhixiang
Format:	Preprint
Published:	2023
Subjects:	Statistics Theory
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2310.13939