Asymptotic Normality of the Largest Eigenvalue for Noncentral Sample Covariance Matrices

Huihui Cheng, Minjie Song

Let $X$ be a $p\times n$ independent identically distributed real Gaussian matrix with positive mean $\hat{I}¼$ and variance $\ddot{I}{ƒ}^2$ entries. The goal of this paper is to investigate the…