The Canadian Journal of Statistics / La Revue Canadienne de Statistique, Vol. 6, No. 1 (1978), pp. 49-56 (8 pages) An asymptotic expansion is given for the distribution of the α-th largest latent root ...
Under the high-dimensional setting that the data dimension and sample size tend to infinity proportionally, we derive the limiting spectral distribution and establish the central limit theorem of the ...
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