bloemendal.knowles.ea:16:on¶
BibTeX Entry:
@article{bloemendal.knowles.ea:16:on,
author = {Bloemendal, Alex and Knowles, Antti and Yau, Horng-Tzer and Yin, Jun},
doi = {10.1007/s00440-015-0616-x},
fjournal = {Probability Theory and Related Fields},
issn = {0178-8051},
journal = {Probab. Theory Related Fields},
mrclass = {60B20 (15B52 62H25)},
mrnumber = {3449395},
mrreviewer = {Florent Benaych-Georges},
number = {1-2},
pages = {459--552},
title = {On the principal components of sample covariance matrices},
url = {https://doi.org/10.1007/s00440-015-0616-x},
volume = {164},
year = {2016}
}