Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Joint density of eigenvalues in spiked multivariate models   The classical methods of multivariate analysis are based on the eigenvalues
of one or two sample covariance matrices. In many applications of these
methods, for example to high dimensional data, it is natural to consider
alternative hypotheses which are a low rank departure from the null hypothesis.
For rank one alternatives, this note provides a representation for the joint
eigenvalue density in terms of a single contour integral. This will be of use
for deriving approximate distributions for likelihood ratios and linear
statistics used in testing.

17
The categories of this paper are: q-fin
32
The categories of this paper are: atom-ph
20
The categories of this paper are: acc-phys
7
The categories of this paper are: hep-th
10
The categories of this paper are: q-bio
29
The categories of this paper are: funct-an
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The categories of this paper are: bayes-an
3
The categories of this paper are: physics
9
The categories of this paper are: nlin
36
The categories of this paper are: cmp-lg
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The categories of this paper are: ao-sci
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The categories of this paper are: supr-con
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The categories of this paper are: solv-int
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The categories of this paper are: math-ph
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The categories of this paper are: plasm-ph
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The categories of this paper are: chao-dyn