Limit of the smallest eigenvalue of a large dimensional sample covariance matrix
type: Item
instance of: scholarly article
title: Limit of the smallest eigenvalue of a large dimensional sample covariance matrix
zbMATH Open document ID: 0779.60026
author: Y. Q. Yin
author: Zhidong Bai
published in: The Annals of Probability
publication date: 1994-01-19T00:00:00Z
Mathematics Subject Classification ID: 60F15
Mathematics Subject Classification ID: 62H99
zbMATH DE Number: 440236
zbMATH Keywords: random matrix
zbMATH Keywords: sample covariance matrix
zbMATH Keywords: smallest eigenvalue of a random matrix
zbMATH Keywords: spectral radius
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aop/1176989118
OpenAlex ID: W1981573335
Wikidata QID: Q105584321
DOI: 10.1214/AOP/1176989118
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description: scientific article; zbMATH DE number 440236