Standard
Eigenvalues and eigenvectors of heavy-tailed sample covariance matrices with general growth rates: the iid case. / Heiny, Johannes; Mikosch, Thomas Valentin.
In:
Stochastic Processes and Their Applications, Vol. 127, No. 7, 2017, p. 2179-2242.
Research output: Contribution to journal › Journal article › Research › peer-review
Harvard
Heiny, J
& Mikosch, TV 2017, '
Eigenvalues and eigenvectors of heavy-tailed sample covariance matrices with general growth rates: the iid case.',
Stochastic Processes and Their Applications, vol. 127, no. 7, pp. 2179-2242.
https://doi.org/10.1016/j.spa.2016.10.006
APA
Heiny, J.
, & Mikosch, T. V. (2017).
Eigenvalues and eigenvectors of heavy-tailed sample covariance matrices with general growth rates: the iid case. Stochastic Processes and Their Applications,
127(7), 2179-2242.
https://doi.org/10.1016/j.spa.2016.10.006
Vancouver
Heiny J
, Mikosch TV.
Eigenvalues and eigenvectors of heavy-tailed sample covariance matrices with general growth rates: the iid case. Stochastic Processes and Their Applications. 2017;127(7):2179-2242.
https://doi.org/10.1016/j.spa.2016.10.006
Author
Heiny, Johannes ; Mikosch, Thomas Valentin. / Eigenvalues and eigenvectors of heavy-tailed sample covariance matrices with general growth rates: the iid case. In: Stochastic Processes and Their Applications. 2017 ; Vol. 127, No. 7. pp. 2179-2242.
Bibtex
@article{ed7aa4d85ac34562bec570ea53748057,
title = "Eigenvalues and eigenvectors of heavy-tailed sample covariance matrices with general growth rates: the iid case.",
author = "Johannes Heiny and Mikosch, {Thomas Valentin}",
year = "2017",
doi = "10.1016/j.spa.2016.10.006",
language = "English",
volume = "127",
pages = "2179--2242",
journal = "Stochastic Processes and their Applications",
issn = "0304-4149",
publisher = "Elsevier BV * North-Holland",
number = "7",
}
RIS
TY - JOUR
T1 - Eigenvalues and eigenvectors of heavy-tailed sample covariance matrices with general growth rates: the iid case.
AU - Heiny, Johannes
AU - Mikosch, Thomas Valentin
PY - 2017
Y1 - 2017
U2 - 10.1016/j.spa.2016.10.006
DO - 10.1016/j.spa.2016.10.006
M3 - Journal article
VL - 127
SP - 2179
EP - 2242
JO - Stochastic Processes and their Applications
JF - Stochastic Processes and their Applications
SN - 0304-4149
IS - 7
ER -