On the eigenvectors of large dimensional sample covariance matrices (Q1124199)
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scientific article; zbMATH DE number 4111674
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| English | On the eigenvectors of large dimensional sample covariance matrices |
scientific article; zbMATH DE number 4111674 |
Statements
On the eigenvectors of large dimensional sample covariance matrices (English)
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1989
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behavior of eigenvectors
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Brownian bridge
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convergence in distribution
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covariance matrices
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0.9175620079040528
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0.8706918954849243
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0.8612440824508667
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0.8510456681251526
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