The limiting distributions of eigenvalues of sample correlation matrices (Q3580453)
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scientific article; zbMATH DE number 5769775
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| English | The limiting distributions of eigenvalues of sample correlation matrices |
scientific article; zbMATH DE number 5769775 |
Statements
12 August 2010
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sample correlation coefficient matrix
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largest eigenvalue
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empirical distributions of eigenvalues
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semi-circular law
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Marčenko-Pastur law
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0.8558579683303833
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0.8532647490501404
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0.8530136346817017
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0.8479223251342773
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0.8276287913322449
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