A note on the largest eigenvalue of a large dimensional sample covariance matrix (Q1107209)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 4064161
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A note on the largest eigenvalue of a large dimensional sample covariance matrix |
scientific article; zbMATH DE number 4064161 |
Statements
A note on the largest eigenvalue of a large dimensional sample covariance matrix (English)
0 references
1988
0 references
largest eigenvalues of sample covariances
0 references
almost sure convergence
0 references
0.9027349948883056
0 references
0.8852509260177612
0 references
0.8689071536064148
0 references
