Strong limit of the extreme eigenvalues of a symmetrized auto-cross covariance matrix (Q894819): Difference between revisions
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Revision as of 15:04, 10 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong limit of the extreme eigenvalues of a symmetrized auto-cross covariance matrix |
scientific article |
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Strong limit of the extreme eigenvalues of a symmetrized auto-cross covariance matrix (English)
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24 November 2015
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auto-cross covariance matrix
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limiting spectral distribution
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strong limit
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extreme eigenvalues
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random matrix theory
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dynamic factor analysis
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Marčenko-Pastur law
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order detection
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Stieltjes transform
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