On the convergence of the extremal eigenvalues of empirical covariance matrices with dependence
Crossref DOI link: https://doi.org/10.1007/s00440-017-0778-9
Published Online: 2017-04-26
Published Print: 2018-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Chafaï, Djalil http://orcid.org/0000-0002-1446-1428
Tikhomirov, Konstantin
Funding for this research was provided by:
Université Paris-Dauphine
Institut Universitaire de France
University of Alberta
License valid from 2017-04-26