johnstone:01:on¶
BibTeX Entry:
@article{johnstone:01:on,
author = {Johnstone, Iain M.},
doi = {10.1214/aos/1009210544},
fjournal = {The Annals of Statistics},
issn = {0090-5364},
journal = {Ann. Statist.},
mrclass = {62H25 (15A52 33C45 33E17 60F05)},
mrnumber = {1863961},
number = {2},
pages = {295--327},
title = {On the distribution of the largest eigenvalue in principal components analysis},
url = {https://doi.org/10.1214/aos/1009210544},
volume = {29},
year = {2001}
}