Publication:3580453
From MaRDI portal
zbMath1193.62018MaRDI QIDQ3580453
Publication date: 12 August 2010
largest eigenvalue; Marčenko-Pastur law; semi-circular law; empirical distributions of eigenvalues; sample correlation coefficient matrix
62E20: Asymptotic distribution theory in statistics
60F05: Central limit and other weak theorems
62H20: Measures of association (correlation, canonical correlation, etc.)
62G30: Order statistics; empirical distribution functions
15A18: Eigenvalues, singular values, and eigenvectors
