A note on the largest eigenvalue of a large dimensional sample covariance matrix (Q1107209): Difference between revisions
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Revision as of 01:59, 31 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the largest eigenvalue of a large dimensional sample covariance matrix |
scientific article |
Statements
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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