A note on the largest eigenvalue of a large dimensional sample covariance matrix
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Publication:1107209
DOI10.1016/0047-259X(88)90078-4zbMath0652.60040OpenAlexW2013800365MaRDI QIDQ1107209
Y. Q. Yin, Jack W. Silverstein, Zhi-Dong Bai
Publication date: 1988
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0047-259x(88)90078-4
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