On the convergence of the extremal eigenvalues of empirical covariance matrices with dependence

Djalil Chafaï, Konstantin Tikhomirov

Research output: Contribution to journalArticlepeer-review

8 Scopus citations

Fingerprint

Dive into the research topics of 'On the convergence of the extremal eigenvalues of empirical covariance matrices with dependence'. Together they form a unique fingerprint.

Mathematics

Business & Economics