How close is the sample covariance matrix to the actual covariance matrix? (Q715740): Difference between revisions
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Revision as of 23:02, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | How close is the sample covariance matrix to the actual covariance matrix? |
scientific article |
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How close is the sample covariance matrix to the actual covariance matrix? (English)
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1 November 2012
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sample covariance matrices
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estimation of covariance matrices
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random matrices with independent columns
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