Convergence of Sample Eigenvectors of Spiked Population Model

被引:2
作者
Ding, Xue [1 ,2 ]
机构
[1] Jilin Univ, Coll Math, Changchun 130012, Peoples R China
[2] NE Normal Univ, Sch Math & Stat, KLASMOE, Changchun, Peoples R China
基金
中国国家自然科学基金;
关键词
Sample covariance matrices; Sample eigenvectors; Spiked population model; LARGEST EIGENVALUE; COMPONENTS;
D O I
10.1080/03610926.2013.833240
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In this paper, for the general non Gaussian spiked population model, where a few fixed eigenvalues of the population covariance matrix are separated from others, we investigate the convergence properties of the eigenvectors of sample covariancematrices corresponding to the spiked population eigenvalues and angle between the population eigenvectors and sample eigenvectors as both the sample size and population size are large.
引用
收藏
页码:3825 / 3840
页数:16
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