EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Extreme eigenvalues"
Narrow search

Narrow search

Year of publication
Subject
All
Extreme eigenvalues 2 Central limit theorems 1 Finite rank perturbations 1 Large random matrix theory 1 Largest eigenvalue 1 MUSIC algorithm 1 Sample covariance matrices 1 Spiked population model 1
more ... less ...
Online availability
All
Undetermined 2
Type of publication
All
Article 2
Language
All
Undetermined 2
Author
All
Bai, Zhidong 1 Hachem, Walid 1 Loubaton, Philippe 1 Mestre, Xavier 1 Najim, Jamal 1 Vallet, Pascal 1 Yao, Jianfeng 1
more ... less ...
Published in...
All
Journal of Multivariate Analysis 2
Source
All
RePEc 2
Showing 1 - 2 of 2
Cover Image
A subspace estimator for fixed rank perturbations of large random matrices
Hachem, Walid; Loubaton, Philippe; Mestre, Xavier; … - In: Journal of Multivariate Analysis 114 (2013) C, pp. 427-447
the extreme eigenvalues of a random matrix and their associated eigenspaces when this matrix is subject to a fixed …-Georges and Nadakuditi (2011) [8,9], relating the eigenspaces of extreme eigenvalues of the empirical covariance matrix with …
Persistent link: https://www.econbiz.de/10010594219
Saved in:
Cover Image
On sample eigenvalues in a generalized spiked population model
Bai, Zhidong; Yao, Jianfeng - In: Journal of Multivariate Analysis 106 (2012) C, pp. 167-177
In the spiked population model introduced by Johnstone (2001) [11], the population covariance matrix has all its eigenvalues equal to unit except for a few fixed eigenvalues (spikes). The question is to quantify the effect of the perturbation caused by the spike eigenvalues. Baik and Silverstein...
Persistent link: https://www.econbiz.de/10010576492
Saved in:
A service of the
zbw
FAQ-Assistent (beta)
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...