Derives joint asymptotic distribution of extreme eigenvalues and trace in generalized spiked covariance model and applies it to Johnson-Graybill-type signal tests with higher-order correction.
(2015) CLT for linear spectral statistics of normalized sample covariance matrices with the dimension much larger than the sample size
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Asymptotic joint distribution of extreme eigenvalues and trace of large sample covariance matrix in a generalized spiked population model
Derives joint asymptotic distribution of extreme eigenvalues and trace in generalized spiked covariance model and applies it to Johnson-Graybill-type signal tests with higher-order correction.