Funder
National Natural Science Foundation of China
Publisher
Springer Science and Business Media LLC
Subject
Statistics and Probability
Reference20 articles.
1. Bai, Z. D. (1999). Methodologies in spectral analysis of large dimensional random matrices, a review. Statistica Sinica, 9(3), 611–662.
2. Baik, J., & Silverstein, J. W. (2006). Eigenvalues of large sample covariance matrices of spike population models. Journal of Multivariate Analysis, 97, 1382–1408.
3. Bai, Z. D., & Silverstein, J. W. (2010). Spectral analysis of large dimensional random matrices. New York: Springer.
4. Bai, Z. D., Silverstein, J. W., & Yin, Y. (2006). A note on the largest eigenvalue of a large dimensional sample covariance matrix. Journal of Multivariate Analysis, 26(2), 166–168.
5. Bai, Z. D., & Yao, J. F. (2008). Central limit theorems for eigenvalues in a spiked population model. Annales de l’Institut Henri Poincaré - Probabilités et Statistiques, 44(3), 447–474.
Cited by
1 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献