We study the asymptotic distributions of the spiked eigenvalues and the largest nonspiked eigenvalue of the sample covariance matrix under a general covariance model with divergent spiked eigenvalues, ...
The Annals of Statistics, Vol. 15, No. 4 (Dec., 1987), pp. 1651-1666 (16 pages) We consider the problem of estimating parameter matrices which occur in the noncentral Wishart, noncentral multivariate ...
Results that may be inaccessible to you are currently showing.
Hide inaccessible results
Feedback