Some limit theorems on the eigenvectors of large dimensional sample covariance matrices
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability
Reference9 articles.
1. On the asymptotic distribution of the eigenvalues of random matrices;Arnold;J. Math. Anal. Appl.,1967
2. A characterization of the weak convergence of measures;Bartoszynski;Ann. Math. Statist.,1961
3. A limit theorem for the norm of random matrices;Geman;Ann. Probab.,1980
4. Some limit theorems for the eigenvalues of a sample covariance matrix;Jonsson;J. Multivariate Anal.,1982
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