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. Author manuscript; available in PMC: 2020 Sep 1.
Published in final edited form as: J Multivar Anal. 2019 Feb 19;173:145–164. doi: 10.1016/j.jmva.2019.02.007

Figure 3:

Figure 3:

Relative errors (%) in the convergence results of the largest sample eigenvalue derived under GSP and UHD regimes. The population eigenvalues and the rate of increment of the largest population eigenvalue are assumed to be known.