ledoit.peche:11:eigenvectors¶
BibTeX Entry:
@article{ledoit.peche:11:eigenvectors,
author = {Ledoit, Olivier and P\'ech\'e, Sandrine},
doi = {10.1007/s00440-010-0298-3},
fjournal = {Probability Theory and Related Fields},
issn = {0178-8051,1432-2064},
journal = {Probab. Theory Related Fields},
mrclass = {60B20 (15B52 62H12 62J10)},
mrnumber = {2834718},
number = {1-2},
pages = {233--264},
title = {Eigenvectors of some large sample covariance matrix ensembles},
url = {https://doi.org/10.1007/s00440-010-0298-3},
volume = {151},
year = {2011}
}