Convergence of the largest eigenvalue of normalized sample covariance matrices when p and n both tend to infinity with their ratio converging to zero

23 November 2012

Papers citing "Convergence of the largest eigenvalue of normalized sample covariance matrices when p and n both tend to infinity with their ratio converging to zero"

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Title
Operator norm consistent estimation of large-dimensional sparse covariance matrices N. Karoui 141 397 0 21 Jan 2009