Affiliation:
1. Department of Statistics; Temple University; Philadelphia PA 19122 USA
2. Department of Biostatistics; University of Pittsburgh; Pittsburgh PA 15213 USA
Funder
National Institute of General Medical Sciences
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Reference37 articles.
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3. Limit of the smallest eigenvalue of a large dimensional sample covariance matrix;Bai;Annals of Statistics,1993
4. An exponential model for the spectrum of a scalar time series;Bloomfield;Biometrika,1973
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