The resolvent and the spectral functions of sample covariance matrices of increasing dimension

DOI10.1070/RM1985v040n02ABEH003575zbMath0582.60045OpenAlexW2012946750MaRDI QIDQ3704681

V. I. Serdobol'skij

Publication date: 1985

Published in: Russian Mathematical Surveys (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1070/rm1985v040n02abeh003575

zbMATH Keywords

covariance matrixresolvent and spectral functionssamples of increasing dimensions

Mathematics Subject Classification ID

Positive matrices and their generalizations; cones of matrices (15B48) Limit theorems in probability theory (60F99)

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