A note on universality of the distribution of the largest eigenvalues in certain sample covariance matrices
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Publication:1397374
DOI10.1023/A:1019739414239zbMath1018.62042arXivmath/0104113OpenAlexW1857410117MaRDI QIDQ1397374
Publication date: 6 August 2003
Published in: Journal of Statistical Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0104113
Multivariate distribution of statistics (62H10) Factor analysis and principal components; correspondence analysis (62H25)
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