Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1146915 | Journal of Multivariate Analysis | 2006 | 27 Pages |
Abstract
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis