Spectral analysis of the Moore-Penrose inverse of a large dimensional sample covariance matrix (Q276985): Difference between revisions

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Spectral analysis of the Moore-Penrose inverse of a large dimensional sample covariance matrix
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    Spectral analysis of the Moore-Penrose inverse of a large dimensional sample covariance matrix (English)
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    4 May 2016
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    CLT
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    large-dimensional asymptotics
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    Moore-Penrose inverse
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    random matrix theory
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