Spectral analysis of the Moore-Penrose inverse of a large dimensional sample covariance matrix (Q276985): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 23:54, 4 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Spectral analysis of the Moore-Penrose inverse of a large dimensional sample covariance matrix |
scientific article |
Statements
Spectral analysis of the Moore-Penrose inverse of a large dimensional sample covariance matrix (English)
0 references
4 May 2016
0 references
CLT
0 references
large-dimensional asymptotics
0 references
Moore-Penrose inverse
0 references
random matrix theory
0 references
