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20232026
most citedAsymptotic limits of spiked eigenvalues and eigenvectors of signal-plus-noise matrices with weak signals and heteroskedastic noise

2 citations · 2 across the 2 of their papers we have counts for

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math.ST2023★ 2 cited

Asymptotic limits of spiked eigenvalues and eigenvectors of signal-plus-noise matrices with weak signals and heteroskedastic noise

Xiaoyu Liu, Yiming Liu, Guangming Pan +2

This paper is to study a signal-plus-noise model in high dimensional settings when the dimension and the sample size are comparable. Specifically, we assume that the noise has a ge…