articleJournal of Multivariate AnalysisSep 16, 2005Closed access

Eigenvalues of large sample covariance matrices of spiked population models

JBJinho BaikJWJack W. Silverstein

University of Michigan · North Carolina State University

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Topics & keywords

Topics
Keywords
  • Mathematics
  • Eigenvalues and eigenvectors
  • Population
  • Sample (material)
  • Sample mean and sample covariance
  • Sample size determination
  • Statistics
  • Covariance
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