On the eigenvectors of large dimensional sample covariance matrices (Q1124199)
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scientific article; zbMATH DE number 4111674
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the eigenvectors of large dimensional sample covariance matrices |
scientific article; zbMATH DE number 4111674 |
Statements
On the eigenvectors of large dimensional sample covariance matrices (English)
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1989
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behavior of eigenvectors
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Brownian bridge
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convergence in distribution
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covariance matrices
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