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Eigenvectors of Some Large Sample Covariance Matrices Ensembles

By Olivier Ledoit, Sandrine Péché, Z D Bai, Z D Bai, Z D Bai, Z D Bai, Z D Bai, Z D Bai, Z D Bai, Z D Bai, Z D Bai, P J Bickel, S I Choi, P L Combettes, N El Karoui, U Grenander, I M Johnstone, P R Krishnaiah, O Ledoit, O Ledoit, O Ledoit, O Ledoit, V A Mar?enko, S Peche, M D Perlman, J W Silverstein, J W Silverstein, J W Silverstein, J W Silverstein, K W Wachter and Y Q Yin
Publisher: 'Elsevier BV'
Year: 2009
DOI identifier: 10.2139/ssrn.1372052
OAI identifier:
Provided by: Crossref
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