Some limit theorems for the eigenvalues of a sample covariance matrix
type: Item
instance of: scholarly article
title: Some limit theorems for the eigenvalues of a sample covariance matrix
zbMATH Open document ID: 0491.62021
DOI: 10.1016/0047-259X(82)90080-X
author: Dag Jonsson
published in: Journal of Multivariate Analysis
publication date: 1982-01-01T00:00:00Z
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 62H10
Mathematics Subject Classification ID: 15B52
Mathematics Subject Classification ID: 15A18
zbMATH DE Number: 3772752
zbMATH Keywords: eigenvalues of sample covariance matrix
zbMATH Keywords: cumulative distribution function
zbMATH Keywords: method of moments
zbMATH Keywords: log sum of eigenvalues
zbMATH Keywords: bounds of Berry- Esseen type
zbMATH Keywords: generalized variance
zbMATH Keywords: stochastic convergence
zbMATH Keywords: weak convergence
zbMATH Keywords: almost sure convergence
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 3772752