Pages that link to "Item:Q4889501"

The following pages link to Strong Law for the eigenvalues and eigenvectors of empirical covariance matrices (Q4889501):

Displaying 2 items.

• Asymptotic properties of principal component analysis and shrinkage-bias adjustment under the generalized spiked population model (Q131450) (← links)
• Some strong convergence theorems for eigenvalues of general sample covariance matrices (Q5092963) (← links)