Properties of eigenvalues and eigenvectors of large-dimensional sample correlation matrices
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Cites work
- scientific article; zbMATH DE number 1964693 (Why is no real title available?)
- scientific article; zbMATH DE number 765034 (Why is no real title available?)
- scientific article; zbMATH DE number 876688 (Why is no real title available?)
- A limit theorem for the norm of random matrices
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Cited in
(5)- scientific article; zbMATH DE number 3940318 (Why is no real title available?)
- Eigenvalue-eigenvector analysis for a class of patterned correlation matrices with an application
- Large sample correlation matrices: a comparison theorem and its applications
- Cluster structure in the correlation coefficient matrix can be characterized by abnormal eigenvalues
- Inferences relating to the multiplicity of the smallest eigenvalue of a correlation matrix
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