A note on the largest eigenvalue of a large dimensional sample covariance matrix

  • Authors:

  • Z. D. Bai;Jack W. Silverstein;Y. Q. Yin

  • Affiliations:

  • Univ. of Pittsburgh, Pittsburgh, PA;North Carolina State Univ.;UnivX. of Arizona, Tuscon

  • Venue:
  • Journal of Multivariate Analysis
  • Year:
  • 1988

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Abstract