Almost sure convergence of the largest and smallest eigenvalues of high-dimensional sample correlation matrices (Q1639676)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Almost sure convergence of the largest and smallest eigenvalues of high-dimensional sample correlation matrices |
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Almost sure convergence of the largest and smallest eigenvalues of high-dimensional sample correlation matrices (English)
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13 June 2018
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sample correlation matrix
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infinite fourth moment
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largest eigenvalue
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smallest eigenvalue
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spectral distribution
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sample covariance matrix
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self-normalization
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regular variation
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combinatorics
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