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ASYMPTOTIC DISTRIBUTION OF THE LARGEST EIGENVALUE - MaRDI portal

ASYMPTOTIC DISTRIBUTION OF THE LARGEST EIGENVALUE (Q4416928)

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scientific article; zbMATH DE number 1959666
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ASYMPTOTIC DISTRIBUTION OF THE LARGEST EIGENVALUE
scientific article; zbMATH DE number 1959666

    Statements

    ASYMPTOTIC DISTRIBUTION OF THE LARGEST EIGENVALUE (English)
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    5 August 2003
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    Asymptotic distributions
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    Elliptical distributions
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    Kurtosis
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    Largest eigenvalue
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    Multiplicity
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