baik.silverstein:06:eigenvalues¶
BibTeX Entry:
@article{baik.silverstein:06:eigenvalues,
author = {Baik, Jinho and Silverstein, Jack W.},
doi = {10.1016/j.jmva.2005.08.003},
fjournal = {Journal of Multivariate Analysis},
issn = {0047-259X,1095-7243},
journal = {J. Multivariate Anal.},
mrclass = {60F15 (15A18 62H99)},
mrnumber = {2279680},
mrreviewer = {Florent\ Benaych-Georges},
number = {6},
pages = {1382--1408},
title = {Eigenvalues of large sample covariance matrices of spiked population models},
url = {https://doi.org/10.1016/j.jmva.2005.08.003},
volume = {97},
year = {2006}
}