On the weak limit of the largest eigenvalue of a large dimensional sample covariance matrix (Q583703)
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scientific article; zbMATH DE number 4133218
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| English | On the weak limit of the largest eigenvalue of a large dimensional sample covariance matrix |
scientific article; zbMATH DE number 4133218 |
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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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0.98019385
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0.95687276
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0.9546771
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0.9534948
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0.95303845
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0.9454772
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0.94392097
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