On the behaviour of the smallest eigenvalue of a~high-dimensional sample covariance matrix
Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 68 (2013) no. 3, pp. 569-570
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@article{RM_2013_68_3_a4,
author = {P. A. Yaskov},
title = {On the behaviour of the smallest eigenvalue of a~high-dimensional sample covariance matrix},
journal = {Trudy Matematicheskogo Instituta imeni V.A. Steklova},
pages = {569--570},
publisher = {mathdoc},
volume = {68},
number = {3},
year = {2013},
language = {en},
url = {http://geodesic.mathdoc.fr/item/RM_2013_68_3_a4/}
}
TY - JOUR AU - P. A. Yaskov TI - On the behaviour of the smallest eigenvalue of a~high-dimensional sample covariance matrix JO - Trudy Matematicheskogo Instituta imeni V.A. Steklova PY - 2013 SP - 569 EP - 570 VL - 68 IS - 3 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/RM_2013_68_3_a4/ LA - en ID - RM_2013_68_3_a4 ER -
%0 Journal Article %A P. A. Yaskov %T On the behaviour of the smallest eigenvalue of a~high-dimensional sample covariance matrix %J Trudy Matematicheskogo Instituta imeni V.A. Steklova %D 2013 %P 569-570 %V 68 %N 3 %I mathdoc %U http://geodesic.mathdoc.fr/item/RM_2013_68_3_a4/ %G en %F RM_2013_68_3_a4
P. A. Yaskov. On the behaviour of the smallest eigenvalue of a~high-dimensional sample covariance matrix. Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 68 (2013) no. 3, pp. 569-570. http://geodesic.mathdoc.fr/item/RM_2013_68_3_a4/