کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1146915 957536 2006 27 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Eigenvalues of large sample covariance matrices of spiked population models
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز عددی
پیش نمایش صفحه اول مقاله
Eigenvalues of large sample covariance matrices of spiked population models
چکیده انگلیسی

We consider a spiked population model, proposed by Johnstone, in which all the population eigenvalues are one 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 of the sample eigenvalues in a spiked model for a general class of samples.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 97, Issue 6, July 2006, Pages 1382-1408