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Publication:3580453
zbMath1193.62018MaRDI QIDQ3580453
Publication date: 12 August 2010
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
largest eigenvalueMarčenko-Pastur lawsemi-circular lawempirical distributions of eigenvaluessample correlation coefficient matrix
Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Measures of association (correlation, canonical correlation, etc.) (62H20) Order statistics; empirical distribution functions (62G30) Eigenvalues, singular values, and eigenvectors (15A18)
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