On the weak limit of the largest eigenvalue of a large dimensional sample covariance matrix (Q583703): Difference between revisions
From MaRDI portal
Changed an Item |
ReferenceBot (talk | contribs) Changed an Item |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: A note on the largest eigenvalue of a large dimensional sample covariance matrix / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Limiting spectral distribution for a class of random matrices / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: On the limit of the largest eigenvalue of the large dimensional sample covariance matrix / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 12:06, 20 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the weak limit of the largest eigenvalue of a large dimensional sample covariance matrix |
scientific article |
Statements
On the weak limit of the largest eigenvalue of a large dimensional sample covariance matrix (English)
0 references
1989
0 references
largest eigenvalue of sample covariance matrix
0 references
convergence in probability
0 references
