Limit theorems for the characteristic roots of a sample covariance matrix
Doklady Akademii Nauk, Tome 199 (1971) no. 5, pp. 994-997
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@article{DAN_1971_199_5_a1,
author = {L. V. Arkharov},
title = {Limit theorems for the characteristic roots of a sample covariance matrix},
journal = {Doklady Akademii Nauk},
pages = {994--997},
year = {1971},
volume = {199},
number = {5},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/DAN_1971_199_5_a1/}
}
L. V. Arkharov. Limit theorems for the characteristic roots of a sample covariance matrix. Doklady Akademii Nauk, Tome 199 (1971) no. 5, pp. 994-997. http://geodesic.mathdoc.fr/item/DAN_1971_199_5_a1/