Asymptotics of eigenstructure of sample correlation matrices for high-dimensional spiked models

  1. Morales-Jimenez, D.
  2. Johnstone, I.M.
  3. McKay, M.R.
  4. Yang, J.
Journal:
Statistica Sinica

ISSN: 1017-0405

Year of publication: 2021

Volume: 31

Issue: 2

Pages: 571-601

Type: Article

DOI: 10.5705/SS.202019.0052 GOOGLE SCHOLAR
Data source: Scopus