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

Publikation: Bidrag til tidsskriftTidsskriftartikelfagfællebedømt

OriginalsprogEngelsk
TidsskriftStochastic Processes and Their Applications
Vol/bind127
Udgave nummer7
Sider (fra-til)2179-2242
ISSN0304-4149
DOI
StatusUdgivet - 2017

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