Limit theory for the largest eigenvalues of sample covariance matrices with heavy-tails (Q2434470): Difference between revisions

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Latest revision as of 08:42, 7 July 2024

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Limit theory for the largest eigenvalues of sample covariance matrices with heavy-tails
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    Limit theory for the largest eigenvalues of sample covariance matrices with heavy-tails (English)
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    6 February 2014
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    random matrix theory
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    heavy-tailed distribution
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    random matrix with dependent entries
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    largest singular value
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    sample covariance matrix
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    largest eigenvalue
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    linear process
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    random coefficient model
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