"A note on the CLT of the LSS for sample covariance matrix from a spiked ..."

Qinwen Wang, Jack W. Silverstein, Jian-Feng Yao (2014)

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DOI: 10.1016/J.JMVA.2014.04.021

access: open

type: Journal Article

metadata version: 2021-02-17

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Qinwen Wang, Jack W. Silverstein, Jian-Feng Yao:
A note on the CLT of the LSS for sample covariance matrix from a spiked population model. J. Multivar. Anal. 130: 194-207 (2014)

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