Asymptotically, a real normalized eigenvalue $\lambda/\sqrt n$ of such a random matrix is uniformly distributed on the interval [ - 1, 1 ]. Analogous, but strikingly different, results are presented ...

The minimum chi-squared test is obtained for testing the hypothesis that the smallest r eigenvalues of an m × m correlation matrix are equal, where r < m is specified in advance. One advantage of this ...