{
  "id": "1708.06296",
  "version": "v1",
  "published": "2017-08-21T15:44:33.000Z",
  "updated": "2017-08-21T15:44:33.000Z",
  "title": "Asymptotics of empirical eigen-structure for high dimensional sample covariance matrices of general form",
  "authors": [
    "Xiucai Ding"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "In this paper, we study the local asymptotics of the eigenvalues and eigenvectors for a general class of sample covariance matrices, where the spectrum of the population covariance matrices can have a finite number of spikes and bulk components. Our paper is a unified framework combining the spiked model and covariance matrices without outliers. Examples and statistical applications are considered to illustrate our results.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2017-08-21T15:44:33.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "high dimensional sample covariance matrices",
      "general form",
      "empirical eigen-structure",
      "asymptotics",
      "population covariance matrices"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}