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Asymptotics of eigenstructure of sample correlation matrices for high-dimensional spiked models
Sample correlation matrices are widely used, but for high-dimensional data little is known about their spectral properties beyond “null models”, which assume the data have independent coordinates. In the class of spiked models, we apply random matrix theory to derive asymptotic first-order and distr...
में बचाया:
| में प्रकाशित: | Stat Sin |
|---|---|
| मुख्य लेखकों: | , , , |
| स्वरूप: | Artigo |
| भाषा: | Inglês |
| प्रकाशित: |
2021
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| विषय: | |
| ऑनलाइन पहुंच: | https://ncbi.nlm.nih.gov/pmc/articles/PMC8026145/ https://ncbi.nlm.nih.gov/pubmed/33833489 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.5705/ss.202019.0052 |
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