Strong convergence of ESD for the generalized sample covariance matrices when \(p/n \rightarrow 0\) (Q433567): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong convergence of ESD for the generalized sample covariance matrices when \(p/n \rightarrow 0\) |
scientific article |
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Strong convergence of ESD for the generalized sample covariance matrices when \(p/n \rightarrow 0\) (English)
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5 July 2012
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sample covariance matrix
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Stieltjes transform
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limiting spectral distribution
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