Eigenvalues of Large Sample Covariance Matrices of Spiked Population Models

Simple item page
dc.creatorBaik, Jinho
dc.creatorSilverstein, Jack W.
dc.date2004-08-12
dc.date.accessioned2026-07-07T08:06:26Z
dc.date.available2026-07-07T08:06:26Z
dc.descriptionWe consider a spiked population model, proposed by Johnstone, whose population eigenvalues are all unit except for a few fixed eigenvalues. The question is to determine how the sample eigenvalues depend on the non-unit population ones when both sample size and population size become large. This paper completely determines the almost sure limits for a general class of samples.
dc.description24 pages, 6 figures
dc.identifierhttps://arxiv.org/abs/math/0408165
dc.identifierhttp://arxiv.org/abs/math/0408165
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/130605
dc.subjectStatistics Theory
dc.subjectProbability
dc.subject15A52, 60F15, 62H99
dc.titleEigenvalues of Large Sample Covariance Matrices of Spiked Population Models
dc.typetext

Files

Collections

arXiv