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Let \\(S= X^* X\\) be a sample covariance matrix. In the paper, the limiting distribution of eigenvalues firstly analyzed by \\textit{V. A. Marchenko} and \\textit{L. A. Pastur} [Math. Sb., N. Ser. 72(114), 507--536 (1967; Zbl 0152.16101)] when \\(\\frac{m}{n} \\rightarrow \\gamma \\geq 1\\) as \\(n \\rightarrow \\infty\\) is studied.  It is shown that the limiting distribution of the \\(k\\)-largest eigenvalues is described by the central limit theorem under certain condition on \\(k\\) when \\(n\\) and \\(k\\) tend to infinity. Proofs of this behaviour are based on the Costin-Lebowitz-Soshnikov theorem [\\textit{O. Costin} and \\textit{J. Lebowitz}, Phys. Rev. Lett. 75, 69--72 (1995); \\textit{A. B. Soshnikov}, J.~Stat. Phys. 100, No. 3--4, 491--522 (2000; Zbl 1041.82001)].   An exact formula and asymptotics for the mean density of eigenvalues \\(\\lambda_1, \\dots, \\lambda_n\\) uniformly valid on the entire real axis based on the standard technique of asymptotic analysis of RH problems is given. 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