Asymptotic properties of eigenmatrices of a large sample covariance matrix
10.1214/10-AAP748
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Main Authors: | Bai, Z.D., Liu, H.X., Wong, W.K. |
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Other Authors: | STATISTICS & APPLIED PROBABILITY |
Format: | Article |
Published: |
2016
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Subjects: | |
Online Access: | http://scholarbank.nus.edu.sg/handle/10635/125049 |
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Institution: | National University of Singapore |
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