Spectral analysis of the Moore-Penrose inverse of a large dimensional sample covariance matrix (Q276985): Difference between revisions

From MaRDI portal
Normalize DOI.
Normalize DOI.
 
Property / DOI
 
Property / DOI: 10.1016/J.JMVA.2016.03.001 / rank
Normal rank
 
Property / DOI
 
Property / DOI: 10.1016/J.JMVA.2016.03.001 / rank
 
Normal rank

Latest revision as of 13:09, 9 December 2024

scientific article
Language Label Description Also known as
English
Spectral analysis of the Moore-Penrose inverse of a large dimensional sample covariance matrix
scientific article

    Statements

    Spectral analysis of the Moore-Penrose inverse of a large dimensional sample covariance matrix (English)
    0 references
    0 references
    0 references
    0 references
    4 May 2016
    0 references
    CLT
    0 references
    large-dimensional asymptotics
    0 references
    Moore-Penrose inverse
    0 references
    random matrix theory
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references