Almost Sure Limit of the Smallest Eigenvalue of Some Sample Correlation Matrices

Xiao Han, Wang Zhou

Type: Article

Publication Date: 2009-12-31

Citations: 17

DOI: https://doi.org/10.1007/s10959-009-0270-2

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Locations

Journal of Theoretical Probability - View

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Works That Cite This (16)

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+ PDF Chat	Central limit theorem for Hotelling’s T2 statistic under large dimension	2011	Guangming Pan Zhou Wang
+	Properties of eigenvalues and eigenvectors of large-dimensional sample correlation matrices	2022	Yanqing Yin Yanyuan Ma
+	Central limit theorem of linear spectral statistics of high-dimensional sample correlation matrices	2023	Yanqing Yin Shurong Zheng Tingting Zou
+ PDF Chat	High Dimensional Correlation Matrices: CLT and Its Applications	2014	Jiti Gao Xiao Han Guangming Pan Yanrong Yang
+ PDF Chat	High Dimensional Correlation Matrices: CLT and Its Applications	2014	Jiti Gao Xiao Han Guangming Pan Yanrong Yang
+	Almost sure convergence of the largest and smallest eigenvalues of high-dimensional sample correlation matrices	2017	Johannes Heiny Thomas Mikosch
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+ PDF Chat	Independence Test for High Dimensional Random Vectors	2012	Jiti Gao Guangming Pan M. Guo

Works Cited by This (7)

Action	Title	Year	Authors
+ PDF Chat	Spectral Analysis of Large Dimensional Random Matrices	2009	Zhidong Bai Jack W. Silverstein
+ PDF Chat	CLT for linear spectral statistics of large-dimensional sample covariance matrices	2004	Zhidong Bai Jack W. Silverstein
+ PDF Chat	No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices	1998	Zhidong Bai Jack W. Silverstein
+ PDF Chat	Limit of the Smallest Eigenvalue of a Large Dimensional Sample Covariance Matrix	1993	Zhidong Bai Yanqing Yin
+	On the Empirical Distribution of Eigenvalues of a Class of Large Dimensional Random Matrices	1995	Jack W. Silverstein Zhidong Bai
+ PDF Chat	On the limit of the largest eigenvalue of the large dimensional sample covariance matrix	1988	Yanqing Yin Zhidong Bai P. R. Krishnaiah
+	The limiting distributions of eigenvalues of sample correlation matrices	2004	Tiefeng Jiang