On the weak limit of the largest eigenvalue of a large dimensional sample covariance matrix (Q583703): Difference between revisions

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+F05
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+H99
@@ Property / Mathematics Subject Classification ID: 62H99 / rank @@
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+4133218
@@ Property / zbMATH DE Number: 4133218 / rank @@
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@@ Property / zbMATH Keywords @@
+largest eigenvalue of sample covariance matrix
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@@ Property / zbMATH Keywords @@
+convergence in probability
@@ Property / zbMATH Keywords: convergence in probability / rank @@
+Normal rank
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+Publication
@@ Property / MaRDI profile type: Publication / rank @@
+Normal rank
@@ Property / cites work @@
+A note on the largest eigenvalue of a large dimensional sample covariance matrix
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+Limiting spectral distribution for a class of random matrices
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@@ Property / cites work @@
+On the limit of the largest eigenvalue of the large dimensional sample covariance matrix
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@@ links / mardi / name / links / mardi / name @@
+Publication:583703