Asymptotics of Eigenvalues and Unit-Length Eigenvectors of Sample Variance and Correlation Matrices
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 1993
ISSN: 0047-259X
DOI: 10.1006/jmva.1993.1084