Strong limit of the extreme eigenvalues of a symmetrized auto-cross covariance matrix (Q894819): Difference between revisions

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Latest revision as of 09:41, 30 July 2024

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Strong limit of the extreme eigenvalues of a symmetrized auto-cross covariance matrix
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    Strong limit of the extreme eigenvalues of a symmetrized auto-cross covariance matrix (English)
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    24 November 2015
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    auto-cross covariance matrix
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    limiting spectral distribution
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    strong limit
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    extreme eigenvalues
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    random matrix theory
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    dynamic factor analysis
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    Marčenko-Pastur law
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    order detection
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    Stieltjes transform
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