Limit Theorem for the Eigenvalues of the Sample Covariance Matrix when the Underlying Distribution is Isotropic

DOI10.1137/1130110zbMath0658.62025OpenAlexW2085898040MaRDI QIDQ3806558

Y. Q. Yin, P. R. Krishnaiah

Publication date: 1986

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1130110

zbMATH Keywords

moment conditionisotropic distributionsspectral distribution of the sample covariance matrix

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Random matrices (algebraic aspects) (15B52)

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