General equation for the eigenvalues of empirical covariance matrices II

DOI10.1515/ROSE.1994.2.2.175MaRDI QIDQ4861924zbMATH OpenOpenAlexFDO

Authors Vyacheslav Girko

Publication date 8 February 1996

Published in Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/rose.1994.2.2.175

zbMATH Keywords

eigenvalues of covariance matrixempirical covariance matrix

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Limit theorems in probability theory (60F99)

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