Pages that link to "Item:Q5092963"
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The following pages link to Some strong convergence theorems for eigenvalues of general sample covariance matrices (Q5092963):
Displaying 6 items.
- Strong limit of the extreme eigenvalues of a symmetrized auto-cross covariance matrix (Q894819) (← links)
- Strong convergence of the empirical distribution of eigenvalues of sample covariance matrices with a perturbation matrix (Q968484) (← links)
- No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices (Q1307081) (← links)
- Moderate deviations for extreme eigenvalues of real-valued sample covariance matrices (Q2031010) (← links)
- Joint convergence of sample autocovariance matrices when \(p/n\to 0\) with application (Q2284381) (← links)
- (Q3834173) (← links)
