Asymptotic distribution of spiked eigenvalues in the large signal-plus-noise models

Zeqin Lin, Guangming Pan, Peng Zhao +1

Consider large signal-plus-noise data matrices of the form $S+{\Sigma }^{1/2}X$, where $S$ is a low-rank deterministic signal matrix and the noise covariance matrix $\Sigma$ can be anisotrop…