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math.PR2013★ 4 cited
A note on the CLT of the LSS for sample covariance matrix from a spiked population model
Qinwen Wang, Jack W. Silverstein, Jianfeng Yao
In this note, we establish an asymptotic expansion for the centering parameter appearing in the central limit theorems for linear spectral statistic of large-dimensional sample cov…
math.PR2008★ 127 cited
Central limit theorems for eigenvalues in a spiked population model
Zhidong Bai, Jian-feng Yao
In a spiked population model, the population covariance matrix has all its eigenvalues equal to units except for a few fixed eigenvalues (spikes). This model is proposed by Johnsto…