Convergence of the largest eigenvalue of normalized sample covariance matrices when p and n both tend to infinity with their ratio converging to zero - 惯性聚合

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Convergence of the largest eigenvalue of normalized sample covariance matrices when p and n both tend to infinity with their ratio converging to zero

B. B. Chen, G. M. Pan · 2012-11-23 · via math.ST updates on arXiv.org

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