On singular values of data matrices with general independent columns

Tianxing Mei, Chen Wang, Jianfeng Yao

In this paper, we analyse singular values of a large $p\times n$ data matrix ${\mathbf{X}}_n=({\mathbf{x}}_{n1},\dots ,{\mathbf{x}}_{nn})$ where the column ${\mathbf{x}}_{nj}$'s are indep…