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1810.10214
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Asymptotics of eigenstructure of sample correlation matrices for high-dimensional spiked models
24 October 2018
D. Morales-Jiménez
Iain M. Johnstone
M. Mckay
Jeha Yang
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Papers citing
"Asymptotics of eigenstructure of sample correlation matrices for high-dimensional spiked models"
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Title
Optimal Eigenvalue Shrinkage in the Semicircle Limit
D. Donoho
M. J. Feldman
20
5
0
10 Oct 2022
1
