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Property / author: Zhi-Dong Bai / rank
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Latest revision as of 14:41, 8 July 2024

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Limiting spectral distribution of a symmetrized auto-cross covariance matrix
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    Limiting spectral distribution of a symmetrized auto-cross covariance matrix (English)
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    13 June 2014
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    auto-cross covariance
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    factor analysis
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    Marčenko-Pastur law
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    limiting spectral distribution
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    order detection
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    random matrix theory
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    Stieltjes transform
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