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Statistical inference in a high-dimensional spiked population model
This thesis deals with the statistical inference of large dimensional data. The random matrix theory allows to take into account this framework, since most asymptotic... -
Asymptotic Linear Spectral Statistics for Spiked Hermitian Random Matrix Models
Using the Coulomb Fluid method, this paper derives central limit theorems (CLTs) for linear spectral statistics of three ''spiked'' Hermitian random matrix ensembles.... -
Estimation of the Number of Spikes, Possibly Equal, in the High-Dimensional Case
International audience
