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Limiting laws for divergent spiked eigenvalues and largest nonspiked eigenvalue of sample covariance matrices
We study the asymptotic distributions of the spiked eigenvalues and the largest nonspiked eigenvalue of the sample covariance matrix under a general covariance matrix model with divergent spiked… Expand
Introduction to the Lehmann special section
The current Special Issue of The Annals of Statistics contains three invited articles. Javier Rojo discusses Erich's scientific achievements and provides complete lists of his scientific writings and… Expand