Eigenvalues and eigenvectors of heavy-tailed sample covariance matrices with general growth rates: the iid case (Q2359717)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Eigenvalues and eigenvectors of heavy-tailed sample covariance matrices with general growth rates: the iid case |
scientific article |
Statements
Eigenvalues and eigenvectors of heavy-tailed sample covariance matrices with general growth rates: the iid case (English)
0 references
22 June 2017
0 references
regular variation
0 references
sample covariance matrix
0 references
independent entries
0 references
largest eigenvalues
0 references
eigenvectors
0 references
point process convergence
0 references
compound Poisson limit
0 references
Fréchet distribution
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
