Limit Theorem for the Eigenvalues of the Sample Covariance Matrix when the Underlying Distribution is Isotropic (Q3806558): Difference between revisions
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Revision as of 13:45, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit Theorem for the Eigenvalues of the Sample Covariance Matrix when the Underlying Distribution is Isotropic |
scientific article |
Statements
Limit Theorem for the Eigenvalues of the Sample Covariance Matrix when the Underlying Distribution is Isotropic (English)
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1986
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spectral distribution of the sample covariance matrix
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moment condition
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isotropic distributions
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