Properties of eigenvalues and eigenvectors of large-dimensional sample correlation matrices
type: Item
instance of: scholarly article
title: Properties of eigenvalues and eigenvectors of large-dimensional sample correlation matrices
DOI: 10.1214/22-AAP1802
author: Yanqing Yin
author: Yanyuan Ma
published in: The Annals of Applied Probability
publication date: 2022-12-20T00:00:00Z
Mathematics Subject Classification ID: 62H10
Mathematics Subject Classification ID: 60B20
Mathematics Subject Classification ID: 60F05
zbMATH DE Number: 7634781
zbMATH Keywords: eigenvalue distribution
zbMATH Keywords: Haar distribution
zbMATH Keywords: high dimension correlation matrix
zbMATH Keywords: eigenvector
zbMATH Keywords: random matrix theory
MaRDI profile type: MaRDI publication profile
full work available at URL: 22-aap1802
OpenAlex ID: W4311549224
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description: scientific article; zbMATH DE number 7634781