A note on the largest eigenvalue of a large dimensional sample covariance matrix (Q1107209)
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| 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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