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Moderate Deviations for Extreme Eigenvalues of Real-Valued Sample Covariance Matrices |
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| Authors: | Jiang Hui Wang Shaochen Zhou Wang |
| Institution: | 1.Department of Mathematics, Nanjing University of Aeronautics and Astronautics, Nanjing, 210016, People’s Republic of China ;2.School of Mathematics, South China University of Technology, Guangzhou, 510640, People’s Republic of China ;3.Department of Statistics and Applied Probability, National University of Singapore, Singapore, 117546, Singapore ; |
| Abstract: | Journal of Theoretical Probability - Consider the sample covariance matrices of form $$W=n^{-1}C C^{\top }$$ , where C is a $$k\times n$$ matrix with real-valued, independent and identically... |
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