Asymptotics of eigenvalue-normed eigenvectors of sample variance and correlation matrices

Authors
Publication date 1996
Host editors
  • V.L. Girko
  • A.K. Gupta
Book title Multidimensional statistical analysis and theory of random matrices
Pages (from-to) 11-128
Publisher Zeist: VSP International Science Publishers
Organisations
  • Faculty of Economics and Business (FEB) - Amsterdam School of Economics Research Institute (ASE-RI)
Document type Chapter
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