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Bayesian Analysis of Spiked Covariance Models: Correcting Eigenvalue Bias and Determining the Number of Spikes

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Bibliographic Details
Main Authors:	Lee, Kwangmin, Park, Sewon, Kim, Seongmin, Lee, Jaeyong
Format:	Preprint
Published:	2024
Subjects:	Statistics Theory Methodology 60B20, 62H12 (Primary) 62F12, 62H25 (Secondary)
Online Access:	Acceder al recurso
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