most citedInvariance principle and CLT for the spiked eigenvalues of large-dimensional Fisher matrices and applications

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math.ST2022★ 2 cited

Invariance principle and CLT for the spiked eigenvalues of large-dimensional Fisher matrices and applications

Dandan Jiang, Zhiqiang Hou, Zhidong Bai +1

This paper aims to derive asymptotical distributions of the spiked eigenvalues of the large-dimensional spiked Fisher matrices without Gaussian assumption and the restrictive assum…