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Some strong convergence theorems for eigenvalues of general sample covariance matrices - MaRDI portal

Some strong convergence theorems for eigenvalues of general sample covariance matrices (Q5092963)

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scientific article; zbMATH DE number 7562976
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Some strong convergence theorems for eigenvalues of general sample covariance matrices
scientific article; zbMATH DE number 7562976

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    Some strong convergence theorems for eigenvalues of general sample covariance matrices (English)
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    26 July 2022
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    extreme eigenvalues
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    spectrum separation
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    largest eigenvalue
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    spectral norm
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    sample covariance matrices
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