Unbounded largest eigenvalue of large sample covariance matrices: asymptotics, fluctuations and applications

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Publication:2002709

DOI10.1016/j.laa.2019.05.001zbMath1418.15030arXiv1802.01874OpenAlexW2785399240WikidataQ127944995 ScholiaQ127944995MaRDI QIDQ2002709

Jamal Najim, Peng Tian, Florence Merlevède

Publication date: 12 July 2019

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1802.01874




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