On the weak limit of the largest eigenvalue of a large dimensional sample covariance matrix (Q583703)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the weak limit of the largest eigenvalue of a large dimensional sample covariance matrix |
scientific article |
Statements
On the weak limit of the largest eigenvalue of a large dimensional sample covariance matrix (English)
0 references
1989
0 references
largest eigenvalue of sample covariance matrix
0 references
convergence in probability
0 references
