期刊论文详细信息
JOURNAL OF MULTIVARIATE ANALYSIS | 卷:47 |
ASYMPTOTICS OF EIGENVALUES AND UNIT-LENGTH EIGENVECTORS OF SAMPLE VARIANCE AND CORRELATION-MATRICES | |
Article | |
KOLLO, T ; NEUDECKER, H | |
关键词: RANDOM MATRICES; MULTIVARIATE ASYMPTOTIC (NORMAL) DISTRIBUTIONS; MATRIX DIFFERENTIAL CALCULUS; KRONECKER PRODUCT; HADAMARD PRODUCT; VEC OPERATOR; COMMUTATION MATRIX; | |
DOI : 10.1006/jmva.1993.1084 | |
来源: Elsevier | |