A note on the largest eigenvalue of a large dimensional sample covariance matrix (Q1107209): Difference between revisions
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| Property / cites work: A limit theorem for the norm of random matrices / rank | |||
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| Property / cites work: On the weak limit of the largest eigenvalue of a large dimensional sample covariance matrix / rank | |||
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| Property / cites work: On the limit of the largest eigenvalue of the large dimensional sample covariance matrix / rank | |||
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| Property / full work available at URL: https://doi.org/10.1016/0047-259x(88)90078-4 / rank | |||
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Latest revision as of 10:31, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the largest eigenvalue of a large dimensional sample covariance matrix |
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A note on the largest eigenvalue of a large dimensional sample covariance matrix (English)
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1988
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largest eigenvalues of sample covariances
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almost sure convergence
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