Rank 1 real Wishart spiked model (Q3165463): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rank 1 real Wishart spiked model |
scientific article |
Statements
Rank 1 real Wishart spiked model (English)
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26 October 2012
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Wishart matrix
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covariance matrix
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eigenvalue distribution
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phase transition
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largest value distribution
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principal component analysis
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asymptotic behavior
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Marchenko-Pastur law
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