Eigenvalues and eigenvectors of heavy-tailed sample covariance matrices with general growth rates: the iid case.

Johannes Heiny, Thomas Valentin Mikosch

5 Citations (Scopus)

Fingerprint

Dive into the research topics of 'Eigenvalues and eigenvectors of heavy-tailed sample covariance matrices with general growth rates: the iid case.'. Together they form a unique fingerprint.

Mathematics

Keyphrases