Pith. sign in

Eigenvalues of Large Sample Covariance Matrices of Spiked Population Models

1 Pith paper cite this work. Polarity classification is still indexing.

1 Pith paper citing it
abstract

We 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.

citation-role summary

background 1

citation-polarity summary

fields

stat.ML 1

years

2025 1

verdicts

CONDITIONAL 1

roles

background 1

polarities

unclear 1

representative citing papers

citing papers explorer

Showing 1 of 1 citing paper.