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 |
|---|---|
| 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