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March, 1991 On Wielandt's Inequality and Its Application to the Asymptotic Distribution of the Eigenvalues of a Random Symmetric Matrix
Morris L. Eaton, David E. Tyler
Ann. Statist. 19(1): 260-271 (March, 1991). DOI: 10.1214/aos/1176347980

Abstract

A relatively obscure eigenvalue due to Wielandt is used to give a simple derivation of the asymptotic distribution of the eigenvalues of a random symmetric matrix. The asymptotic distributions are obtained under a fairly general setting. An application of the general theory to the bootstrap distribution of the eigenvalues of the sample covariance matrix is given.

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Morris L. Eaton. David E. Tyler. "On Wielandt's Inequality and Its Application to the Asymptotic Distribution of the Eigenvalues of a Random Symmetric Matrix." Ann. Statist. 19 (1) 260 - 271, March, 1991. https://doi.org/10.1214/aos/1176347980

Information

Published: March, 1991
First available in Project Euclid: 12 April 2007

zbMATH: 0742.62015
MathSciNet: MR1091849
Digital Object Identifier: 10.1214/aos/1176347980

Subjects:
Primary: 62H25
Secondary: 62E20

Rights: Copyright © 1991 Institute of Mathematical Statistics

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Vol.19 • No. 1 • March, 1991
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