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Jiang, Tiefeng The limiting distributions of eigenvalues of sample correlation matrices. (English) Zbl 1193.62018 Sankhyā 66, No. 1, 35-48 (2004). MSC: 62E20 62H20 62G30 15A18 60F05 PDFBibTeX XMLCite \textit{T. Jiang}, Sankhyā 66, No. 1, 35--48 (2004; Zbl 1193.62018)
Drury, S. W. The canonical correlations of a 2\({\times}\)2 block matrix with given eigenvalues. (English) Zbl 1016.62077 Linear Algebra Appl. 354, No. 1-3, 103-117 (2002). MSC: 62H20 15A45 15A15 PDFBibTeX XMLCite \textit{S. W. Drury}, Linear Algebra Appl. 354, No. 1--3, 103--117 (2002; Zbl 1016.62077) Full Text: DOI
Girko, V. L. Random determinants. (Russian) Zbl 0628.15021 Itogi Nauki Tekh., Ser. Teor. Veroyatn., Mat. Stat., Teor. Kibern. 24, 3-51 (1986). Reviewer: L.Mihalyffy MSC: 15B52 15A15 15-02 60F05 60B99 62H20 93E20 15A23 15A66 15A18 PDFBibTeX XMLCite \textit{V. L. Girko}, Itogi Nauki Tekh., Ser. Teor. Veroyatn., Mat. Stat., Teor. Kibern. 24, 3--51 (1986; Zbl 0628.15021)