On the weak limit of the largest eigenvalue of a large dimensional sample covariance matrix

Jack W. Silverstein

Type: Article

Publication Date: 1989-08-01

Citations: 47

DOI: https://doi.org/10.1016/0047-259x(89)90042-0

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Locations

Journal of Multivariate Analysis - View

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Works Cited by This (4)

Action	Title	Year	Authors
+	Limiting spectral distribution for a class of random matrices	1986	Yanqing Yin
+	A note on the largest eigenvalue of a large dimensional sample covariance matrix	1988	Zhidong Bai Jack W. Silverstein Yanqing Yin
+	On Limit of the Largest Eigenvalue of the Large Dimensional Sample Covariance Matrix.	1984	Yanqing Yin Zhidong Bai P. R. Krishnaiah
+ PDF Chat	On the limit of the largest eigenvalue of the large dimensional sample covariance matrix	1988	Yanqing Yin Zhidong Bai P. R. Krishnaiah