WEAK-CONVERGENCE OF RANDOM FUNCTIONS DEFINED BY THE EIGENVECTORS OF SAMPLE COVARIANCE MATRICES

被引：41

作者：

SILVERSTEIN, JW

机构：

来源：

ANNALS OF PROBABILITY | 1990年 / 18卷 / 03期

关键词：

D O I：

10.1214/aop/1176990741

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：1174 / 1194

页数：21

共 50 条

[31] On the eigenvectors of large-dimensional sample spatial sign covariance matrices
Xu, Yangchang
Xia, Ningning
JOURNAL OF MULTIVARIATE ANALYSIS, 2023, 193
[32] Weak-convergence theory of quasi-nonnegative splittings for singular matrices
Bai, ZZ
Wang, L
Yuan, JY
APPLIED NUMERICAL MATHEMATICS, 2003, 47 (02) : 75 - 89
[33] Weak Convergence of the Empirical Spectral Distribution of High-Dimensional Band Sample Covariance Matrices
Jurczak, Kamil
JOURNAL OF THEORETICAL PROBABILITY, 2018, 31 (03) : 1273 - 1302
[34] Weak Convergence of the Empirical Spectral Distribution of High-Dimensional Band Sample Covariance Matrices
Kamil Jurczak
Journal of Theoretical Probability, 2018, 31 : 1273 - 1302
[35] A SYMMETRICAL SPACE METRIC FOR WEAK-CONVERGENCE OF DISTRIBUTION-FUNCTIONS
KUBIAK, T
MASTYLO, M
SEMPI, C
BOLLETTINO DELLA UNIONE MATEMATICA ITALIANA, 1995, 9A (01): : 79 - 82
[36] WEAK-CONVERGENCE OF PROBABILITY-MEASURES IN SPACES OF SMOOTH FUNCTIONS
WILSON, RJ
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1986, 23 (02) : 333 - 337
[37] Numerical simulation for functions of sample covariance matrices
Serdobolskii V.I.
Glusker A.I.
Journal of Mathematical Sciences, 2013, 189 (6) : 954 - 962
[38] Joint convergence of sample cross-covariance matrices
Bhattacharjee, Monika
Bose, Arup
Dey, Apratim
ALEA-LATIN AMERICAN JOURNAL OF PROBABILITY AND MATHEMATICAL STATISTICS, 2023, 20 : 395 - 423
[39] WEAK-CONVERGENCE OF EMPIRICAL PROCESSES OF SEQUENCES OF STATIONARY RANDOM-VARIABLES
LU, CR
CHINESE ANNALS OF MATHEMATICS SERIES B, 1984, 5 (04) : 731 - 735
[40] SOME LIMIT-THEOREMS ON THE EIGENVECTORS OF LARGE DIMENSIONAL SAMPLE COVARIANCE MATRICES
SILVERSTEIN, JW
JOURNAL OF MULTIVARIATE ANALYSIS, 1984, 15 (03) : 295 - 324

← 1 2 3 4 5 →