ON THE EIGENVECTORS OF LARGE DIMENSIONAL SAMPLE COVARIANCE MATRICES

被引：34

作者：

SILVERSTEIN, JW

机构：

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 1989年 / 30卷 / 01期

关键词：

D O I：

10.1016/0047-259X(89)90084-5

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：1 / 16

页数：16

共 14 条

[1] A NOTE ON THE LARGEST EIGENVALUE OF A LARGE DIMENSIONAL SAMPLE COVARIANCE-MATRIX [J].

BAI, ZD ;

SILVERSTEIN, JW ;

YIN, YQ .

JOURNAL OF MULTIVARIATE ANALYSIS, 1988, 26 (02) :166-168

[2]

Billingsley P, 1999, CONVERGE PROBAB MEAS, V2, DOI 10.1002/9780470316962

[3]

Breiman L., 1968, PROBABILITY

[4] MAXIMUM PROPERTIES AND INEQUALITIES FOR THE EIGENVALUES OF COMPLETELY CONTINUOUS OPERATORS [J].

FAN, K .

PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA, 1951, 37 (11) :760-766

[5] A LIMIT-THEOREM FOR THE NORM OF RANDOM MATRICES [J].

GEMAN, S .

ANNALS OF PROBABILITY, 1980, 8 (02) :252-261

[6]

Gnedenko B.V., 1954, LIMIT DISTRIBUTIONS

[7] SPECTRAL ANALYSIS OF NETWORKS WITH RANDOM TOPOLOGIES [J].

GRENANDER, U ;

SILVERSTEIN, JW .

SIAM JOURNAL ON APPLIED MATHEMATICS, 1977, 32 (02) :499-519

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

JONSSON, D .

JOURNAL OF MULTIVARIATE ANALYSIS, 1982, 12 (01) :1-38

[9] RANDOMNESS OF EIGENVECTORS GENERATED FROM NETWORKS WITH RANDOM TOPOLOGIES [J].

SILVERSTEIN, JW .

SIAM JOURNAL ON APPLIED MATHEMATICS, 1979, 37 (02) :235-245

[10] SOME LIMIT-THEOREMS ON THE EIGENVECTORS OF LARGE DIMENSIONAL SAMPLE COVARIANCE MATRICES [J].

SILVERSTEIN, JW .

JOURNAL OF MULTIVARIATE ANALYSIS, 1984, 15 (03) :295-324

← 1 2 →