We study a class of separable sample covariance matrices of the form 𝒬̃1 := Ã1/2 X B̃ X* Ã1/2. Here, Ã and B̃ are positive definite matrices whose spectrums consist of bulk spectrums plus several ...

Scandinavian Journal of Statistics, Vol. 45, No. 3 (September 2018), pp. 699-728 (30 pages) Let Xn = (xij) be a k × n data matrix with complex-valued, independent and standardized entries satisfying a ...