Eigenvectors of Sample Covariance Matrices

Zhidong Bai, Jack W. Silverstein

Type: Book-Chapter

Publication Date: 2009-11-28

Citations: 2

DOI: https://doi.org/10.1007/978-1-4419-0661-8_10

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Springer series in statistics - View

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Works Cited by This (8)

Action	Title	Year	Authors
+	Limiting Behavior of Eigenvectors of Large Wigner Matrices	2011	Zhidong Bai Guangming Pan
+ PDF Chat	Weak Convergence of Random Functions Defined by The Eigenvectors of Sample Covariance Matrices	1990	Jack W. Silverstein
+ PDF Chat	Convergence Criteria for Multiparameter Stochastic Processes and Some Applications	1971	Peter J. Bickel Michael J. Wichura
+ PDF Chat	Local Semicircle Law and Complete Delocalization for Wigner Random Matrices	2008	László Erdős Benjamin Schlein Horng‐Tzer Yau
+ PDF Chat	How many entries of a typical orthogonal matrix can be approximated by independent normals?	2006	Tiefeng Jiang
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+ PDF Chat	On asymptotics of eigenvectors of large sample covariance matrix	2007	Zhidong Bai Baojun Miao Guangming Pan
+ PDF Chat	Eigenvectors of some large sample covariance matrix ensembles	2010	Olivier Ledoit Sandrine Péché