V.L.Girko, Spectral Theory of Random Matrices (in Russian). Nauka, Moscow, 1988.

V.L.Girko. Statistical Analysis of Observations of Increasing Dimension. Kluwer Academic Publishers, Dordrecht, 1995.


V.L.Girko. Theory of Stochastic Equations. vol. 1 and 2. Kluwer Academic Publishers, Dordrecht/Boston/London, 2001.
Review (pdf)

V.I.Serdobolskii. Multivariate Statistical Analysis. A High-Dimensional Approach. Kluwer Academic Publishers 2000
Full text

V.Serdobolskii. Multiparametric Statistics. Elsevier Publishing Corporation, 2007.
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