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On eigenvalues of sample covariance matrices based on high dimensional compositional data

By Qianqian Jiang and others
This paper studies the asymptotic spectral properties of the sample covariance matrix for high dimensional compositional data, including the limiting spectral distribution, the limit of extreme eigenvalues, and the central limit theorem for linear spectral statistics. All asymptotic results are derived under the high-dimensional regime where the data dimension increases... Show more
December 22, 2023
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On eigenvalues of sample covariance matrices based on high dimensional compositional data
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