On the eigenvectors of large dimensional sample covariance matrices

DOI10.1016/0047-259X(89)90084-5zbMath0678.60011OpenAlexW2161896882MaRDI QIDQ1124199

Jack W. Silverstein

Publication date: 1989

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(89)90084-5

zbMATH Keywords

convergence in distributionBrownian bridgecovariance matricesbehavior of eigenvectors

Mathematics Subject Classification ID

Multivariate analysis (62H99) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

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