A note on the largest eigenvalue of a large dimensional sample covariance matrix
- 1 August 1988
- journal article
- Published by Elsevier in Journal of Multivariate Analysis
- Vol. 26 (2) , 166-168
- https://doi.org/10.1016/0047-259x(88)90078-4
Abstract
No abstract availableKeywords
This publication has 1 reference indexed in Scilit:
- A Limit Theorem for the Norm of Random MatricesThe Annals of Probability, 1980