Universality results for the largest eigenvalues of some sample covariance matrix ensembles
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Publication:1017885
DOI10.1007/s00440-007-0133-7zbMath1167.62019arXiv0705.1701MaRDI QIDQ1017885
Publication date: 13 May 2009
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0705.1701
62H10: Multivariate distribution of statistics
62E20: Asymptotic distribution theory in statistics
60F05: Central limit and other weak theorems
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