Almost sure limit of the smallest eigenvalue of sample correlation matrix

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Bibliographic Details
Main Author:	XIAO HAN
Other Authors:	STATISTICS & APPLIED PROBABILITY
Format:	Theses and Dissertations
Language:	English
Published:	2010
Subjects:	sample covariance matrix, sample correlation matrix, smallest eigenvalue, random matrix, spectral distribution, Marcenko-Pastur law
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/15593
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Institution:	National University of Singapore
Language:	English

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spelling	sg-nus-scholar.10635-155932015-01-07T08:01:53Z Almost sure limit of the smallest eigenvalue of sample correlation matrix XIAO HAN STATISTICS & APPLIED PROBABILITY BAI ZHIDONG ZHOU WANG sample covariance matrix, sample correlation matrix, smallest eigenvalue, random matrix, spectral distribution, Marcenko-Pastur law Master's MASTER OF SCIENCE 2010-04-08T10:55:13Z 2010-04-08T10:55:13Z 2006-11-29 Thesis XIAO HAN (2006-11-29). Almost sure limit of the smallest eigenvalue of sample correlation matrix. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/15593 NOT_IN_WOS en
institution	National University of Singapore
building	NUS Library
country	Singapore
collection	ScholarBank@NUS
language	English
topic	sample covariance matrix, sample correlation matrix, smallest eigenvalue, random matrix, spectral distribution, Marcenko-Pastur law
spellingShingle	sample covariance matrix, sample correlation matrix, smallest eigenvalue, random matrix, spectral distribution, Marcenko-Pastur law XIAO HAN Almost sure limit of the smallest eigenvalue of sample correlation matrix
description	Master's
author2	STATISTICS & APPLIED PROBABILITY
author_facet	STATISTICS & APPLIED PROBABILITY XIAO HAN
format	Theses and Dissertations
author	XIAO HAN
author_sort	XIAO HAN
title	Almost sure limit of the smallest eigenvalue of sample correlation matrix
title_short	Almost sure limit of the smallest eigenvalue of sample correlation matrix
title_full	Almost sure limit of the smallest eigenvalue of sample correlation matrix
title_fullStr	Almost sure limit of the smallest eigenvalue of sample correlation matrix
title_full_unstemmed	Almost sure limit of the smallest eigenvalue of sample correlation matrix
title_sort	almost sure limit of the smallest eigenvalue of sample correlation matrix
publishDate	2010
url	http://scholarbank.nus.edu.sg/handle/10635/15593
_version_	1681079220730593280

Almost sure limit of the smallest eigenvalue of sample correlation matrix

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