Strong convergence of ESD for the generalized sample covariance matrices when \(p/n \rightarrow 0\) (Q433567): Difference between revisions

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Latest revision as of 11:13, 5 July 2024

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Strong convergence of ESD for the generalized sample covariance matrices when \(p/n \rightarrow 0\)
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    Strong convergence of ESD for the generalized sample covariance matrices when \(p/n \rightarrow 0\) (English)
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    5 July 2012
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    sample covariance matrix
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    Stieltjes transform
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    limiting spectral distribution
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