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10/24/2018
Notes on asymptotics of sample eigenstructure for spiked covariance models with non-Gaussian data
These expository notes serve as a reference for an accompanying post Mor...
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10/24/2018
Asymptotics of eigenstructure of sample correlation matrices for high-dimensional spiked models
Sample correlation matrices are employed ubiquitously in statistics. How...
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10/18/2017
