Eigenvalues and eigenvectors of heavy-tailed sample covariance matrices with general growth rates: the iid case.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Standard

Eigenvalues and eigenvectors of heavy-tailed sample covariance matrices with general growth rates: the iid case. / Heiny, Johannes; Mikosch, Thomas Valentin.

I: Stochastic Processes and Their Applications, Bind 127, Nr. 7, 2017, s. 2179-2242.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

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, bind 127, nr. 7, s. 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. I: Stochastic Processes and Their Applications. 2017 ; Bind 127, Nr. 7. s. 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 -

ID: 178492886