ON THE LIMIT OF THE LARGEST EIGENVALUE OF THE LARGE DIMENSIONAL SAMPLE COVARIANCE-MATRIX

被引：220

作者：

YIN, YQ ^{[1
]}

BAI, ZD ^{[1
]}

KRISHNAIAH, PR ^{[1
]}

机构：

[1] UNIV PITTSBURGH,CTR MULTIVARIATE ANAL,PITTSBURGH,PA 15260

来源：

PROBABILITY THEORY AND RELATED FIELDS | 1988年 / 78卷 / 04期

关键词：

D O I：

10.1007/BF00353874

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：509 / 521

页数：13

共 16 条

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[4]

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[7] SOME LIMIT-THEOREMS FOR THE EIGENVALUES OF A SAMPLE COVARIANCE-MATRIX [J].

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[8]

JONSSON D, 1983, MULTIVARIATE ANAL, V6

[9]

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[10] THE LIMITING EMPIRICAL MEASURE OF MULTIPLE DISCRIMINANT RATIOS [J].

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