Strong Law for the eigenvalues and eigenvectors of empirical covariance matrices (Q4889501)
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scientific article; zbMATH DE number 916013
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong Law for the eigenvalues and eigenvectors of empirical covariance matrices |
scientific article; zbMATH DE number 916013 |
Statements
Strong Law for the eigenvalues and eigenvectors of empirical covariance matrices (English)
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3 June 1997
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empirical covariance matrix
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orthogonal eigenvectors
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