Strong Law for the eigenvalues and eigenvectors of empirical covariance matrices

DOI10.1515/ROSE.1996.4.2.179MaRDI QIDQ4889501zbMATHOpenAlexFDO

Authors Vyacheslav Girko

Publication date 3 June 1997

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

Full work available at URL https://doi.org/10.1515/rose.1996.4.2.179

zbMATH Keywords

orthogonal eigenvectorsempirical covariance matrix

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Strong limit theorems (60F15)

Recommendations

• scientific article; zbMATH DE number 1047755
• General equation for the eigenvalues of empirical covariance matrices I
• scientific article; zbMATH DE number 37793

Cited in

(9)

• Sharp bounds on the rate of convergence of the empirical covariance matrix
• Some strong convergence theorems for eigenvalues of general sample covariance matrices
• Canonical spectral equation for empirical covariance matrices
• On the convergence of the extremal eigenvalues of empirical covariance matrices with dependence
• Asymptotic properties of principal component analysis and shrinkage-bias adjustment under the generalized spiked population model
• A weak law of large numbers for the sample covariance matrix
• Ensemble-based estimates of eigenvector error for empirical covariance matrices
• General equation for the eigenvalues of empirical covariance matrices II
• scientific article; zbMATH DE number 843975 (Why is no real title available?)

This page was built for publication: Strong Law for the eigenvalues and eigenvectors of empirical covariance matrices

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4889501)