2024-03-28T12:47:37Z
https://oai.zbmath.org/v1/
oai:zbmath.org:7594084
2022-09-28T15:37:56Z
15
60
62
Jun, Wen; Jiahui, Xie; Long, Yu; Wang, Zhou
2022
7594084
English
International Statistical Institute (ISI), Voorburg; Bernoulli Society for Mathematical Statistics and Probability, Voorburg
https://zbmath.org/07594084
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Bernoulli 28, No. 4, 2941-2967 (2022)
62Hxx; 15Bxx; 60Bxx
Tracy-Widom limit for the largest eigenvalue of high-dimensional covariance matrices in elliptical distributions
j