Some limit theorems on the eigenvectors of large dimensional sample covariance matrices

DOI10.1016/0047-259X(84)90054-XzbMath0553.60011OpenAlexW2109289090MaRDI QIDQ802194

Jack W. Silverstein

Publication date: 1984

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(84)90054-x

zbMATH Keywords

Brownian bridgeempirical distribution functionslimit behaviour of eigenvectors

Mathematics Subject Classification ID

Multivariate analysis (62H99) Central limit and other weak theorems (60F05) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

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Cites Work

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