Eigenvalues of Large Sample Covariance Matrices of Spiked Population Models
نویسندگان
چکیده
We consider a spiked population model, proposed by Johnstone, whose population eigenvalues are all unit except for a few fixed eigenvalues. The question is to determine how the sample eigenvalues depend on the non-unit population ones when both sample size and population size become large. This paper completely determines the almost sure limits for a general class of samples.
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