Efficient computation of limit spectra of sample covariance matrices (Q3459159): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient computation of limit spectra of sample covariance matrices |
scientific article |
Statements
Efficient computation of limit spectra of sample covariance matrices (English)
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30 December 2015
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limiting spectral distribution
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sample covariance matrix
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Stieltjes transform
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high-dimensional statistics
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random matrix
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multivariate statistics
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eigenvalue
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empirical spectral distribution
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data analysis
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