A weak law of large numbers for the sample covariance matrix.
Sepanski, Steven J. ; Pan, Zhidong
Electronic Communications in Probability [electronic only], Tome 5 (2000), p. 73-76 / Harvested from The Electronic Library of Mathematics
Publié le : 2000-01-01
EUDML-ID : urn:eudml:doc:120778
@article{01482095,
     title = {A weak law of large numbers for the sample covariance matrix.},
     journal = {Electronic Communications in Probability [electronic only]},
     volume = {5},
     year = {2000},
     pages = {73-76},
     zbl = {0954.60012},
     language = {en},
     url = {http://dml.mathdoc.fr/item/01482095}
}
Sepanski, Steven J.; Pan, Zhidong. A weak law of large numbers for the sample covariance matrix.. Electronic Communications in Probability [electronic only], Tome 5 (2000) pp. 73-76. http://gdmltest.u-ga.fr/item/01482095/