Asymptotic properties of eigenmatrices of a large sample covariance matrix

10.1214/10-AAP748

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Bibliographic Details
Main Authors:	Bai, Z.D., Liu, H.X., Wong, W.K.
Other Authors:	STATISTICS & APPLIED PROBABILITY
Format:	Article
Published:	2016
Subjects:	Central limit theorems Haar distribution Linear spectral statistics Marčenko-Pastur law Random matrix Sample covariance matrix Semicircular law
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/125049
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Institution:	National University of Singapore

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Summary:	10.1214/10-AAP748

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