Almost sure limit of the smallest eigenvalue of some sample correlation matrices

10.1007/s10959-009-0270-2

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Bibliographic Details
Main Authors: Xiao, H., Zhou, W.
Other Authors: STATISTICS & APPLIED PROBABILITY
Format: Article
Published: 2014
Subjects:
Online Access:http://scholarbank.nus.edu.sg/handle/10635/104988
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Institution: National University of Singapore