Geodesic
Limit theorem for the eigenvalues of the sample covariance matrix when the underlying distribution is isotropic
Teoriâ veroâtnostej i ee primeneniâ, Tome 30 (1985) no. 4, pp. 810-817 Cet article a éte moissonné depuis la source Math-Net.Ru

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@article{TVP_1985_30_4_a22,
     author = {Y. Q. Yin and P. R. Krishnaiah},
     title = {Limit theorem for the eigenvalues of the sample covariance matrix when the underlying distribution is isotropic},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {810--817},
     year = {1985},
     volume = {30},
     number = {4},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/TVP_1985_30_4_a22/}
}
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Y. Q. Yin; P. R. Krishnaiah. Limit theorem for the eigenvalues of the sample covariance matrix when the underlying distribution is isotropic. Teoriâ veroâtnostej i ee primeneniâ, Tome 30 (1985) no. 4, pp. 810-817. http://geodesic.mathdoc.fr/item/TVP_1985_30_4_a22/