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These expository notes serve as a reference for an accompanying post Morales-Jimenez et al.
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Patrick Billingsley · 1968
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T. Kato · 1980
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R. J. Muirhead · 1982
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Z. D. Bai and Y. Q. Yin · 1993
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The Hadamard operator norm of a circulant and applications
Roy Mathias · 1993
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On the empirical distribution of eigenvalues of a class of large dimensional random matrices
Jack W. Silverstein and Z. D. Bai · 1995
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CLT for linear spectral statistics of large-dimensional sample covariance matrices
Z. D. Bai and Jack W. Silverstein · 2004
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Nonparametric Estimation of Principal Components
D. Paul · 2005
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Eigenvalues of large sample covariance matrices of spiked population models
Jinho Baik and Jack W. Silverstein · 2006
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Asymptotics of sample eigenstructure for a large dimensional spiked covariance model
Debashis Paul · 2007
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Central limit theorems for eigenvalues in a spiked population model
Zhidong Bai and Jian-feng Yao · 2008
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Spectral Analysis of Large Dimensional Random Matrices
Z. D. Bai and Jack Silverstein · 2009
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The largest eigenvalues of finite rank deformation of large Wigner matrices: convergence and nonuniversality of the fluctuations
Mireille Capitaine, Catherine Donati-Martin, and Delphine Féral · 2009
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Convergence and prediction of principal component scores in high-dimensional settings
Seunggeun Lee, Fei Zou, and Fred A. Wright · 2010
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Fluctuations of spiked random matrix models and failure diagnosis in sensor networks
R. Couillet and W. Hachem · 2013
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Dai Shi · 2013
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Convergence of sample eigenvectors of spiked population model
Xue Ding · 2015
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Jianfeng Yao, Shurong Zheng, and Zhidong Bai · 2015
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On the principal components of sample covariance matrices
Alex Bloemendal, Antti Knowles, Horng-Tzer Yau, and Jun Yin · 2016
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Florent Benaych-Georges and Raj Rao Nadakuditi · 2011
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Fluctuations of the extreme eigenvalues of finite rank deformations of random matrices
Florent Benaych-Georges, Alice Guionnet, and Mylène Maida · 2011
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Estimation of spiked eigenvalues in spiked models
Zhidong Bai and Xue Ding · 2012
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On sample eigenvalues in a generalized spiked population model
Zhidong Bai and Jianfeng Yao · 2012
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Spiked covariances and principal components analysis in high-dimensional random effects models, 2018
Zhou Fan, Iain M. Johnstone, and Yi Sun · 2018
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David Morales-Jimenez, Iain M. Johnstone, Matthew R. McKay, and Jeha Yang · 2018
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Edgeworth correction for the largest eigenvalue
Jeha Yang and Iain M. Johnstone · 2018
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