Yata, Kazuyoshi; Aoshima, Makoto - In: Journal of Multivariate Analysis 122 (2013) C, pp. 334-354
In this paper, we propose a general spiked model called the power spiked model in high-dimensional settings. We derive relations among the data dimension, the sample size and the high-dimensional noise structure. We first consider asymptotic properties of the conventional estimator of...