Recent results about the largest eigenvalue of random covariance matrices and statistical application

Acta Physica Polonica B

Volumn 36, Issue 9, 2005, Pages 2681-2697

  El Karoui, Noureddine ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

MATRIX ALGEBRA; RANDOM PROCESSES; STATISTICAL METHODS; TIME SERIES ANALYSIS;

FLUCTUATION BEHAVIORS; RANDOM COVARIANCE MATRICES;

EIGENVALUES AND EIGENFUNCTIONS;

EID: 33645016053     PISSN: 05874254     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

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