ON ESTIMATION OF THE POPULATION SPECTRAL DISTRIBUTION FROM A HIGH‐DIMENSIONAL SAMPLE COVARIANCE MATRIX (Q5357570): Difference between revisions
From MaRDI portal
Changed an Item |
Set OpenAlex properties. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1111/j.1467-842x.2010.00590.x / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2765709781 / rank | |||
Normal rank | |||
Latest revision as of 11:01, 30 July 2024
scientific article; zbMATH DE number 6773640
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON ESTIMATION OF THE POPULATION SPECTRAL DISTRIBUTION FROM A HIGH‐DIMENSIONAL SAMPLE COVARIANCE MATRIX |
scientific article; zbMATH DE number 6773640 |
Statements
ON ESTIMATION OF THE POPULATION SPECTRAL DISTRIBUTION FROM A HIGH‐DIMENSIONAL SAMPLE COVARIANCE MATRIX (English)
0 references
11 September 2017
0 references
eigenvalues of covariance matrices
0 references
high-dimensional statistics
0 references
Marčenko-Pastur distribution
0 references
sample covariance matrices
0 references
