On asymptotics of eigenvectors of large sample covariance matrix

DOI10.1214/009117906000001079zbMath1162.15012arXiv0708.1720OpenAlexW3104309687MaRDI QIDQ2373573

Guangming Pan, Baiqi Miao, Zhi-Dong Bai

Publication date: 12 July 2007

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0708.1720

zbMATH Keywords

eigenvectorcovariance matrixcentral limit theoremasymptoticWishart matrixrandom Hermitian matrix

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Random matrices (algebraic aspects) (15B52) Functional limit theorems; invariance principles (60F17)

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