具有发散尖峰数量的大维尖峰Fisher矩阵极端特征值的极限律
Limiting laws for extreme eigenvalues of large-dimensional spiked Fisher matrices with a divergent number of spikes
Journal of Multivariate Analysis · 2021
被引 4
ABS 3
- Junshan Xie
- Yicheng Zeng
- Lixing Zhu 通讯
随机矩阵理论高维统计特征值分析数理统计