New results on the convergence of random matrices

DOI10.1080/02331888.2011.648639zbMath1440.15033OpenAlexW2086850008MaRDI QIDQ2863061

Roy Cerqueti, Mauro Costantini

Publication date: 21 November 2013

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://openresearch.lsbu.ac.uk/download/cbe303c9a1cb28f587cff2108b04a2aff23ef64b8e8257c3b02490fab7c24b39/168154/Statistics_Rev_SUBMITTED.pdf

zbMATH Keywords

random matricesasymptotic convergencegeneralized eigenvalues problem

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Random matrices (algebraic aspects) (15B52)

Cites Work

• On the asymptotic behaviour of random matrices in a multivariate statistical model
• Distribution of eigenvalues in multivariate statistical analysis
• Nonparametric cointegration analysis

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