Spectral analysis of high-dimensional sample covariance matrices with missing observations (Q2405114): Difference between revisions
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Latest revision as of 05:34, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
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| English | Spectral analysis of high-dimensional sample covariance matrices with missing observations |
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Spectral analysis of high-dimensional sample covariance matrices with missing observations (English)
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21 September 2017
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almost sure convergence of extremal eigenvalues
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characterization of positive definiteness
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limiting spectral distribution
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sample covariance matrix with missing observations
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Stieltjes transform
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Marčenko-Pastur law
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