Asymptotic theory for the sample covariance matrix of a heavy-tailed multivariate time series (Q5962607): Difference between revisions

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+https://doi.org/10.1016/j.spa.2015.10.001
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+W2179876825
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+Asymptotic Theory for Principal Component Analysis
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+Poisson convergence for the largest eigenvalues of heavy tailed random matrices
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+Q4726487
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+Limit theory for the largest eigenvalues of sample covariance matrices with heavy-tails
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+Heavy-Tail Phenomena
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