Exact separation of eigenvalues of large dimensional sample covariance matrices

Annals of Probability

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Main Authors:	Bai, Z.D., Silverstein, J.W.
Other Authors:	STATISTICS & APPLIED PROBABILITY
Format:	Article
Published:	2014
Subjects:	Empirical distribution function of eigenvalues Random matrix Stieltjes transform
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/105140
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-105140
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spelling	sg-nus-scholar.10635-1051402024-11-08T23:32:03Z Exact separation of eigenvalues of large dimensional sample covariance matrices Bai, Z.D. Silverstein, J.W. STATISTICS & APPLIED PROBABILITY Empirical distribution function of eigenvalues Random matrix Stieltjes transform Annals of Probability 27 3 1536-1555 2014-10-28T05:12:06Z 2014-10-28T05:12:06Z 1999-07 Article Bai, Z.D.,Silverstein, J.W. (1999-07). Exact separation of eigenvalues of large dimensional sample covariance matrices. Annals of Probability 27 (3) : 1536-1555. ScholarBank@NUS Repository. 00911798 http://scholarbank.nus.edu.sg/handle/10635/105140 NOT_IN_WOS Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	Empirical distribution function of eigenvalues Random matrix Stieltjes transform
spellingShingle	Empirical distribution function of eigenvalues Random matrix Stieltjes transform Bai, Z.D. Silverstein, J.W. Exact separation of eigenvalues of large dimensional sample covariance matrices
description	Annals of Probability
author2	STATISTICS & APPLIED PROBABILITY
author_facet	STATISTICS & APPLIED PROBABILITY Bai, Z.D. Silverstein, J.W.
format	Article
author	Bai, Z.D. Silverstein, J.W.
author_sort	Bai, Z.D.
title	Exact separation of eigenvalues of large dimensional sample covariance matrices
title_short	Exact separation of eigenvalues of large dimensional sample covariance matrices
title_full	Exact separation of eigenvalues of large dimensional sample covariance matrices
title_fullStr	Exact separation of eigenvalues of large dimensional sample covariance matrices
title_full_unstemmed	Exact separation of eigenvalues of large dimensional sample covariance matrices
title_sort	exact separation of eigenvalues of large dimensional sample covariance matrices
publishDate	2014
url	http://scholarbank.nus.edu.sg/handle/10635/105140
_version_	1821189784592187392

Exact separation of eigenvalues of large dimensional sample covariance matrices

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