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Russian Mathematical Surveys, 2013, Volume 68, Issue 3, Pages 569–570
DOI: https://doi.org/10.1070/RM2013v068n03ABEH004841 (Mi rm9533) 		 
This article is cited in 2 scientific papers (total in 2 papers)

In the Moscow Mathematical Society
Communications of the Moscow Mathematical Society

On the behaviour of the smallest eigenvalue of a high-dimensional sample covariance matrix

P. A. Yaskov

Steklov Mathematical Institute of the Russian Academy of Sciences
English version PDF (283 kB) Citations (2) Russian version article
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DOI: https://doi.org/10.1070/RM2013v068n03ABEH004841
Funding agency Grant number
Russian Foundation for Basic Research 11-01-00949
Presented: D. V. Treschev
Accepted: 05.04.2013
Bibliographic databases:
Document Type: Article
MSC: 60B20
Language: English
Original paper language: Russian
Citation: P. A. Yaskov, “On the behaviour of the smallest eigenvalue of a high-dimensional sample covariance matrix”, Russian Math. Surveys, 68:3 (2013), 569–570
Citation in format AMSBIB
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\paper On the behaviour of the smallest eigenvalue of a~high-dimensional sample covariance matrix
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\yr 2013
\vol 68
\issue 3
\pages 569--570
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  • https://doi.org/10.1070/RM2013v068n03ABEH004841
  • https://www.mathnet.ru/eng/rm/v68/i3/p187
    • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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