Limit of the smallest eigenvalue of a large dimensional sample covariance matrix (Q688039)
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scientific article; zbMATH DE number 440236
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| English | Limit of the smallest eigenvalue of a large dimensional sample covariance matrix |
scientific article; zbMATH DE number 440236 |
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Limit of the smallest eigenvalue of a large dimensional sample covariance matrix (English)
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19 January 1994
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random matrix
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sample covariance matrix
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smallest eigenvalue of a random matrix
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spectral radius
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0.96768844
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0.9546771
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0.94427866
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0.9389111
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0.9388386
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0.93352145
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