Asymptotics of eigenstructure of sample correlation matrices for high-dimensional spiked models
- Morales-Jimenez, D.
- Johnstone, I.M.
- McKay, M.R.
- Yang, J.
ISSN: 1017-0405
Année de publication: 2021
Volumen: 31
Número: 2
Pages: 571-601
Type: Article