Some limit theorems for the eigenvalues of a sample covariance matrix

Journal of Multivariate Analysis

Volumn 12, Issue 1, 1982, Pages 1-38

  Jonsson, Dag ^a  

^a UPPSALA UNIVERSITY   (Sweden)

Author keywords

cumulative distribution function; Eigenvalues of a sample covariance matrix; generalized variance; limit theorems; method of moments; sums of eigenvalues

Indexed keywords

EID: 0001967458     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/0047-259X(82)90080-X     Document Type: Article

References (19)

1. Limit theorems for the characteristical roots of a sample covariance matrix
2. On the asymptotic distribution of the eigenvalues of random matrices
3. On Wigner's Semicircle Law for the Eigenvalues of Random Matrices
4. Statistical theory of energy levels and random matrices in physics
5. Spectral analysis of networks with random topologies
6. Some limit theorems for the eigenvalues of a sample covariance matrix
7. Some recent developments on real multivariate distributions
8. Distributions of eigenvalus of some sets of random matrices
9. The strong limits of random matrix spectra for sample matrices of independent elements
10. Characteristic vectors of bordered matrices with infinite dimensions
11. On the distributions of the roots of certain symmetric matrices