Almost sure limit of the smallest eigenvalue of some sample correlation matrices
10.1007/s10959-009-0270-2
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Main Authors: | Xiao, H., Zhou, W. |
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Other Authors: | STATISTICS & APPLIED PROBABILITY |
Format: | Article |
Published: |
2014
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Subjects: | |
Online Access: | http://scholarbank.nus.edu.sg/handle/10635/104988 |
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Institution: | National University of Singapore |
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