Large deviations for eigenvalues of sample covariance matrices

A.C. Fey - den Boer, R.W. Hofstad, van der, M.J. Klok

Research output: Book/ReportReportAcademic

24 Downloads (Pure)
Original languageEnglish
Place of PublicationEindhoven
PublisherEurandom
Number of pages20
Publication statusPublished - 2007

Publication series

NameReport Eurandom
Volume2007062
ISSN (Print)1389-2355

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