On the weak limit of the largest eigenvalue of a large dimensional sample covariance matrix (Q583703)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the weak limit of the largest eigenvalue of a large dimensional sample covariance matrix |
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On the weak limit of the largest eigenvalue of a large dimensional sample covariance matrix (English)
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1989
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largest eigenvalue of sample covariance matrix
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convergence in probability
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