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Limiting laws for extreme eigenvalues of large-dimensional spiked Fisher matrices with a divergent number of spikes.

Junshan XieYicheng ZengLixing Zhu
Published in: J. Multivar. Anal. (2021)
Keyphrases
  • small number
  • maximum number
  • real time
  • information retrieval
  • case study
  • singular value decomposition