Asymptotic joint distribution of extreme eigenvalues and trace of large sample covariance matrix in a generalized spiked population model

23 June 2019

Zeng Li

Papers citing "Asymptotic joint distribution of extreme eigenvalues and trace of large sample covariance matrix in a generalized spiked population model"

4 / 4 papers shown

Title
A CLT for the difference of eigenvalue statistics of sample covariance matrices Nina Dórnemann Holger Dette 38 0 0 15 Jun 2023
Asymptotic independence of point process and Frobenius norm of a large sample covariance matrix Johannes Heiny Carolin Kleemann 56 0 0 27 Feb 2023
A CLT for the LSS of large dimensional sample covariance matrices with diverging spikes Zhijun Liu Jiang Hu Z. Bai Haiyan Song 54 7 0 12 Dec 2022
CLT for LSS of sample covariance matrices with unbounded dispersions Liu Zhijun Bai Zhidong Hu Jiang Song Haiyan 25 0 0 18 Jun 2021