A note on the CLT of the LSS for sample covariance matrix from a spiked population model

Document Details

Document Type
Pub Defense Publication
Publication Date
Sep 01, 2014
Source ID
10.1016/j.jmva.2014.04.021

Entities

People

  • Jack W. Silverstein
  • Jian-feng Yao
  • Qinwen Wang

Organizations

  • Army Research Office
  • National Natural Science Foundation of China
  • Research Grants Council, University Grants Committee
  • Zhejiang Provincial Natural Science Foundation