Limit theory for the largest eigenvalues of sample covariance matrices with heavy-tails

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Publication:2434470

DOI10.1016/j.spa.2013.07.005zbMath1284.60016arXiv1108.5464OpenAlexW2169413403MaRDI QIDQ2434470

Oliver Pfaffel, Robert Stelzer, Richard A. Davis

Publication date: 6 February 2014

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1108.5464




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