General equation for the eigenvalues of empirical covariance matrices I

DOI10.1515/ROSE.1994.2.1.13zbMath0813.60026OpenAlexW1980580345MaRDI QIDQ4325097

Vyacheslav L. Girko

Publication date: 11 April 1995

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose.1994.2.1.13

zbMATH Keywords

spectral functionempirical covariance matrixeigenvalues of some covariance matrix

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

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