On the principal components of sample covariance matrices
dc.contributor.author
Bloemendal, Alex
dc.contributor.author
Knowles, Antti
dc.contributor.author
Yau, Horng-Tzer
dc.contributor.author
Yin, Jun
dc.date.accessioned
2017-06-12T00:37:52Z
dc.date.available
2017-06-12T00:37:52Z
dc.date.issued
2016
dc.identifier.issn
0178-8051
dc.identifier.issn
1432-2064
dc.identifier.other
10.1007/s00440-015-0616-x
dc.identifier.uri
http://hdl.handle.net/20.500.11850/112851
dc.language.iso
en
dc.publisher
Springer
dc.title
On the principal components of sample covariance matrices
dc.type
Journal Article
ethz.journal.title
Probability Theory and Related Fields
ethz.journal.volume
164
ethz.journal.issue
1-2
ethz.journal.abbreviated
Probab. theory relat. fields
ethz.pages.start
459
ethz.pages.end
552
ethz.identifier.wos
ethz.identifier.scopus
ethz.identifier.nebis
000032593
ethz.publication.place
Berlin
ethz.publication.status
published
ethz.relation.isNewVersionOf
handle/20.500.11850/97612
ethz.date.deposited
2017-06-12T00:38:01Z
ethz.source
ECIT
ethz.identifier.importid
imp5936541b829f485037
ethz.ecitpid
pub:174464
ethz.eth
yes
ethz.availability
Metadata only
ethz.rosetta.installDate
2017-07-15T14:57:12Z
ethz.rosetta.lastUpdated
2019-02-02T07:19:51Z
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Journal Article [130613]