Asymptotic properties of eigenmatrices of a large sample covariance matrix

10.1214/10-AAP748

Saved in:
Bibliographic Details
Main Authors: Bai, Z.D., Liu, H.X., Wong, W.K.
Other Authors: STATISTICS & APPLIED PROBABILITY
Format: Article
Published: 2016
Subjects:
Online Access:http://scholarbank.nus.edu.sg/handle/10635/125049
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: National University of Singapore