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      On the distribution of the largest eigenvalue in principal components analysis

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      Journal: The Annals of Statistics
      Publisher: Institute of Mathematical Statistics

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          Matrix analysis

          Roger Horn, Charles R. Johnson (1985)
          Book 0 comments Cited 1202 times – based on 0 reviews
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            DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES

            V Marčenko, L Pastur (1967)
            Article 0 comments Cited 353 times – based on 0 reviews     Review now
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              Characteristic Vectors of Bordered Matrices With Infinite Dimensions

              Eugene P. Wigner (1955)
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                Author and article information

                Journal
                Title: The Annals of Statistics
                Abbreviated Title: Ann. Statist.
                Publisher: Institute of Mathematical Statistics
                ISSN: 0090-5364
                Publication date Created: April 1 2001
                Publication date (Print): April 1 2001
                Volume: 29
                Issue: 2
                Article
                DOI: 10.1214/aos/1009210544
                SO-VID: e1dcee3a-da00-495e-9dfb-8a9b06887dc4
                Copyright © © 2001
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