Some limit theorems for the eigenvalues of a sample covariance matrix (Q1167486)
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scientific article; zbMATH DE number 3772752
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| English | Some limit theorems for the eigenvalues of a sample covariance matrix |
scientific article; zbMATH DE number 3772752 |
Statements
Some limit theorems for the eigenvalues of a sample covariance matrix (English)
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1982
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eigenvalues of sample covariance matrix
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cumulative distribution function
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method of moments
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log sum of eigenvalues
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bounds of Berry- Esseen type
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generalized variance
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stochastic convergence
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weak convergence
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almost sure convergence
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