malevergne.sornette:04:collective¶
BibTeX Entry:
@article{malevergne.sornette:04:collective,
author = {Malevergne, Y. and Sornette, D.},
doi = {10.1016/j.physa.2003.09.004},
fjournal = {Physica A. Statistical Mechanics and its Applications},
issn = {0378-4371},
journal = {Phys. A},
mrclass = {82B41 (91B28)},
mrnumber = {2044926},
number = {3-4},
pages = {660--668},
title = {Collective origin of the coexistence of apparent random matrix theory noise and of factors in large sample correlation matrices},
url = {https://doi.org/10.1016/j.physa.2003.09.004},
volume = {331},
year = {2004}
}