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
Voir la notice de l'article provenant de la source Math-Net.Ru
@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},
publisher = {mathdoc},
volume = {30},
number = {4},
year = {1985},
language = {en},
url = {http://geodesic.mathdoc.fr/item/TVP_1985_30_4_a22/}
}
TY - JOUR AU - Y. Q. Yin AU - P. R. Krishnaiah TI - Limit theorem for the eigenvalues of the sample covariance matrix when the underlying distribution is isotropic JO - Teoriâ veroâtnostej i ee primeneniâ PY - 1985 SP - 810 EP - 817 VL - 30 IS - 4 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_1985_30_4_a22/ LA - en ID - TVP_1985_30_4_a22 ER -
%0 Journal Article %A Y. Q. Yin %A P. R. Krishnaiah %T Limit theorem for the eigenvalues of the sample covariance matrix when the underlying distribution is isotropic %J Teoriâ veroâtnostej i ee primeneniâ %D 1985 %P 810-817 %V 30 %N 4 %I mathdoc %U http://geodesic.mathdoc.fr/item/TVP_1985_30_4_a22/ %G en %F TVP_1985_30_4_a22
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/