Functional CLT of eigenvectors for large sample covariance matrices
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s00362-013-0565-3.pdf
Reference27 articles.
1. Bai ZD, Silverstein JW (1998) No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices. Ann Probab 26:316–345
2. Bai ZD, Silverstein JW (2004) CLT for linear spectral statistics of large-dimensional sample covariance matrices. Ann Probab 32:553–605
3. Bai ZD, Silverstein JW (2010) Spectral analysis of large dimensional random matrices, 2nd edn. Springer, New York
4. Bai ZD, Yin YQ (1993) Limit of the smallest eigenvalue of large dimensional covariance matrix. Ann Probab 21(3):1275–1294
5. Bai ZD, Silverstein JW, Yin YQ (1988) A note on the largest eigenvalue of a large dimensional sample covariance matrix. J Multiv Anal 26:166–168
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