Almost sure limit of the smallest eigenvalue of some sample correlation matrices

Journal of Theoretical Probability

Volumn 23, Issue 1, 2010, Pages 1-20

  Xiao, Han ^a   Zhou, Wang ^b  

^a UNIVERSITY OF CHICAGO   (United States)

^b NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

Author keywords

Random matrix; Sample correlation coefficient matrix; Sample covariance matrix; Smallest eigenvalue

Indexed keywords

EID: 75749144554     PISSN: 08949840     EISSN: 15729230     Source Type: Journal    
DOI: 10.1007/s10959-009-0270-2     Document Type: Article

References (9)

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