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:	Random matrix Sample correlation coefficient matrix Sample covariance matrix Smallest eigenvalue
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/104988
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Institution:	National University of Singapore

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spelling	sg-nus-scholar.10635-1049882023-10-27T08:43:36Z Almost sure limit of the smallest eigenvalue of some sample correlation matrices Xiao, H. Zhou, W. STATISTICS & APPLIED PROBABILITY Random matrix Sample correlation coefficient matrix Sample covariance matrix Smallest eigenvalue 10.1007/s10959-009-0270-2 Journal of Theoretical Probability 23 1 1-20 2014-10-28T05:09:55Z 2014-10-28T05:09:55Z 2010-01 Article Xiao, H., Zhou, W. (2010-01). Almost sure limit of the smallest eigenvalue of some sample correlation matrices. Journal of Theoretical Probability 23 (1) : 1-20. ScholarBank@NUS Repository. https://doi.org/10.1007/s10959-009-0270-2 08949840 http://scholarbank.nus.edu.sg/handle/10635/104988 000274097200001 Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	Random matrix Sample correlation coefficient matrix Sample covariance matrix Smallest eigenvalue
spellingShingle	Random matrix Sample correlation coefficient matrix Sample covariance matrix Smallest eigenvalue Xiao, H. Zhou, W. Almost sure limit of the smallest eigenvalue of some sample correlation matrices
description	10.1007/s10959-009-0270-2
author2	STATISTICS & APPLIED PROBABILITY
author_facet	STATISTICS & APPLIED PROBABILITY Xiao, H. Zhou, W.
format	Article
author	Xiao, H. Zhou, W.
author_sort	Xiao, H.
title	Almost sure limit of the smallest eigenvalue of some sample correlation matrices
title_short	Almost sure limit of the smallest eigenvalue of some sample correlation matrices
title_full	Almost sure limit of the smallest eigenvalue of some sample correlation matrices
title_fullStr	Almost sure limit of the smallest eigenvalue of some sample correlation matrices
title_full_unstemmed	Almost sure limit of the smallest eigenvalue of some sample correlation matrices
title_sort	almost sure limit of the smallest eigenvalue of some sample correlation matrices
publishDate	2014
url	http://scholarbank.nus.edu.sg/handle/10635/104988
_version_	1781787972865097728

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

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