Unbounded largest eigenvalue of large sample covariance matrices: Asymptotics, fluctuations and applications
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2013 ◽
Vol 28
(2)
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pp. 745-783
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2006 ◽
Vol 97
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pp. 1382-1408
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2019 ◽
Vol 63
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pp. 102604
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2003 ◽
Vol 25
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pp. 105-127
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2007 ◽
Vol 35
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pp. 663-714
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