Asymptotic properties of eigenmatrices of a large sample covariance matrix (Q655590)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic properties of eigenmatrices of a large sample covariance matrix |
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Asymptotic properties of eigenmatrices of a large sample covariance matrix (English)
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4 January 2012
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random matrix
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central limit theorems
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linear spectral statistics
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sample covariance matrix
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Haar distribution
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Marchenko-Pastur law
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semicircular law
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Gaussian process
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