Some limit theorems for the eigenvalues of a sample covariance matrix (Q1167486): Difference between revisions

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Latest revision as of 16:29, 13 June 2024

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Some limit theorems for the eigenvalues of a sample covariance matrix
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    Some limit theorems for the eigenvalues of a sample covariance matrix (English)
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    1982
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    eigenvalues of sample covariance matrix
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    cumulative distribution function
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    method of moments
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    log sum of eigenvalues
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    bounds of Berry- Esseen type
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    generalized variance
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    stochastic convergence
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    weak convergence
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    almost sure convergence
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