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  • Search: subject:"Largest eigenvalue"
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Subject
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Largest eigenvalue 6 Asymptotic normality 3 Einheitswurzeltest 3 Theorie 3 Theory 3 Time series analysis 3 Unit root test 3 Zeitreihenanalyse 3 Estimation theory 2 Linear process 2 Random matrix theory 2 Schätztheorie 2 largest eigenvalue 2 linear process 2 near unit root test 2 Algorithm 1 Algorithmus 1 Armijo line search 1 Asymmetric adjacency matrix 1 Business network 1 Central limit theorems 1 Characteristic roots 1 Container shipping 1 Containerschifffahrt 1 Critical point 1 Eigenvector centrality 1 Extreme eigenvalues 1 Gaussian Orthogonal Ensemble 1 Global convergence 1 Heavy-tailed distribution 1 Laplacian eigenvalues of a graph 1 Largest eigenvalue problem 1 Largest singular value 1 Limited memory BFGS method 1 Mathematical programming 1 Mathematische Optimierung 1 Network 1 Netzwerk 1 Random coefficient model 1 Random matrix with dependent entries 1
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Online availability
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Undetermined 7 Free 4
Type of publication
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Article 6 Book / Working Paper 5
Type of publication (narrower categories)
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Arbeitspapier 4 Graue Literatur 4 Non-commercial literature 4 Working Paper 4 Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 6 Undetermined 5
Author
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Gao, Jiti 3 Pan, Guangming 3 Zhang, Bo 3 Aouchiche, Mustapha 1 Bai, Z. D. 1 Bai, Zhidong 1 Bell, Michael G. H. 1 Cheung, Kam-Fung 1 Chiani, Marco 1 Davis, Richard A. 1 El Hallaoui, Issmail 1 Haemers, W.H. 1 Mohammadian, A. 1 Pan, Jing-Jing 1 Perera, Supun 1 Pfaffel, Oliver 1 Shi, Zhanwen 1 Silverstein, Jack W. 1 Stelzer, Robert 1 Tayfeh-Rezaie, B. 1 Xiao, Yunhai 1 Yang, Guanyu 1 Yao, Jianfeng 1 Yin, Y. Q. 1
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Tilburg University, Center for Economic Research 1
Published in...
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Journal of Multivariate Analysis 3 Working paper / Department of Econometrics and Business Statistics, Monash University 3 Discussion Paper / Tilburg University, Center for Economic Research 1 Les cahiers du GERAD 1 Mathematical methods of operations research 1 Stochastic Processes and their Applications 1 Transportation research / E : an international journal 1
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Source
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ECONIS (ZBW) 6 RePEc 5
Showing 11 - 11 of 11
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A note on the largest eigenvalue of a large dimensional sample covariance matrix
Bai, Z. D.; Silverstein, Jack W.; Yin, Y. Q. - In: Journal of Multivariate Analysis 26 (1988) 2, pp. 166-168
, and let [lambda]max(n) denote the largest eigenvalue of Mn. It is shown that a.s. This result verifies the boundedness of …
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