No eigenvalues outside the support of the limiting empirical spectral distribution of a separable covariance matrix
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Publication:958905
DOI10.1016/j.jmva.2008.03.010zbMath1154.60320OpenAlexW1968046779MaRDI QIDQ958905
Debashis Paul, Jack W. Silverstein
Publication date: 10 December 2008
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2008.03.010
Multivariate analysis (62H99) Strong limit theorems (60F15) Random matrices (algebraic aspects) (15B52)
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