Almost sure limit of the smallest eigenvalue of some sample correlation matrices
10.1007/s10959-009-0270-2
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sg-nus-scholar.10635-1049882024-11-12T21:01:14Z Almost sure limit of the smallest eigenvalue of some sample correlation matrices Xiao, H. Zhou, W. STATISTICS & APPLIED PROBABILITY Random matrix Sample correlation coefficient matrix Sample covariance matrix Smallest eigenvalue 10.1007/s10959-009-0270-2 Journal of Theoretical Probability 23 1 1-20 2014-10-28T05:09:55Z 2014-10-28T05:09:55Z 2010-01 Article Xiao, H., Zhou, W. (2010-01). Almost sure limit of the smallest eigenvalue of some sample correlation matrices. Journal of Theoretical Probability 23 (1) : 1-20. ScholarBank@NUS Repository. https://doi.org/10.1007/s10959-009-0270-2 08949840 http://scholarbank.nus.edu.sg/handle/10635/104988 000274097200001 Scopus |
| institution |
National University of Singapore |
| building |
NUS Library |
| continent |
Asia |
| country |
Singapore Singapore |
| content_provider |
NUS Library |
| collection |
ScholarBank@NUS |
| topic |
Random matrix Sample correlation coefficient matrix Sample covariance matrix Smallest eigenvalue |
| spellingShingle |
Random matrix Sample correlation coefficient matrix Sample covariance matrix Smallest eigenvalue Xiao, H. Zhou, W. Almost sure limit of the smallest eigenvalue of some sample correlation matrices |
| description |
10.1007/s10959-009-0270-2 |
| author2 |
STATISTICS & APPLIED PROBABILITY |
| author_facet |
STATISTICS & APPLIED PROBABILITY Xiao, H. Zhou, W. |
| format |
Article |
| author |
Xiao, H. Zhou, W. |
| author_sort |
Xiao, H. |
| title |
Almost sure limit of the smallest eigenvalue of some sample correlation matrices |
| title_short |
Almost sure limit of the smallest eigenvalue of some sample correlation matrices |
| title_full |
Almost sure limit of the smallest eigenvalue of some sample correlation matrices |
| title_fullStr |
Almost sure limit of the smallest eigenvalue of some sample correlation matrices |
| title_full_unstemmed |
Almost sure limit of the smallest eigenvalue of some sample correlation matrices |
| title_sort |
almost sure limit of the smallest eigenvalue of some sample correlation matrices |
| publishDate |
2014 |
| url |
http://scholarbank.nus.edu.sg/handle/10635/104988 |
| _version_ |
1821193814235152384 |