A note on the CLT of the LSS for sample covariance matrix from a spiked population model.
Qinwen WangJack W. SilversteinJian-Feng YaoPublished in: J. Multivar. Anal. (2014)
Keyphrases
- sensitivity analysis
- statistical model
- computational model
- hybrid model
- parameter values
- prior knowledge
- theoretical framework
- formal model
- theoretical analysis
- probabilistic model
- high level
- case study
- real time
- objective function
- hierarchical structure
- similarity measure
- simulation model
- object model
- network model
- genetic algorithm