A note on the largest eigenvalue of a large dimensional sample covariance matrix

Journal of Multivariate Analysis

Volumn 26, Issue 2, 1988, Pages 166-168

  Bai, Z D ^a   Silverstein, Jack W ^b   Yin, Y Q ^c  

^a UNIVERSITY OF PITTSBURGH   (United States)

^b NORTH CAROLINA STATE UNIVERSITY   (United States)

^c UNIVERSITY OF ARIZONA   (United States)

Author keywords

largest eigenvalue; sample covariance matrix

Indexed keywords

EID: 38249027279     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/0047-259X(88)90078-4     Document Type: Article

References (3)

1. A limit theorem for the norm of random matrices
2. On the largest eigenvalue of a large dimensional sample covariance matrix