Eigenvalues and eigenvectors of heavy-tailed sample covariance matrices with general growth rates: the iid case.
Research output: Contribution to journal › Journal article › Research › peer-review
Original language | English |
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Journal | Stochastic Processes and Their Applications |
Volume | 127 |
Issue number | 7 |
Pages (from-to) | 2179-2242 |
ISSN | 0304-4149 |
DOIs | |
Publication status | Published - 2017 |
Links
- http://arxiv.org/pdf/1608.06977
Submitted manuscript
ID: 178492886