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12 results on '"Song, Minjie"'

1. Asymptotic Normality of the Largest Eigenvalue for Noncentral Sample Covariance Matrices

Author

Cheng, Huihui and Song, Minjie

Subjects
Mathematics - Probability
Abstract

Let $X$ be a $p\times n$ independent identically distributed real Gaussian matrix with positive mean $\mu $ and variance $\sigma^2$ entries. The goal of this paper is to investigate the largest eigenvalue of the noncentral sample covariance matrix $W=XX^{T}/n$, when the dimension $p$ and the sample size $n$ both grow to infinity with the limit $p/n=c\,(0

Published
2024

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