Convergence of the largest eigenvalue of normalized sample covariance matrices when p and n both tend to infinity with their ratio converging to zero

Bernoulli

Volumn 18, Issue 4, 2012, Pages 1405-1420

  Chen, B B ^a   Pan, G M ^a  

^a NANYANG TECHNOLOGICAL UNIVERSITY   (Singapore)

Author keywords

Empirical distribution; Maximum eigenvalue; Random matrices

Indexed keywords

EID: 84873377152     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.3150/11-BEJ381     Document Type: Article

References (11)

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