Large sample covariance matrices and high-dimensional data analysis - Yao Jianfeng; Zheng Shurong; Bai Zhidong; Yao Jianfeng; Zheng Shurong; Bai Zhidong (New York Cambridge University Press, 2015)
Appendix A-B 291-300p.; Bibliography 301-306p.; Index 307-308p.
Keywords: Spectral statistics; Limiting spectral distributation