Eigenvectors of some large sample covariance matrix ensembles (Q644783): Difference between revisions
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Revision as of 01:51, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Eigenvectors of some large sample covariance matrix ensembles |
scientific article |
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Eigenvectors of some large sample covariance matrix ensembles (English)
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7 November 2011
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asymptotic distribution
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bias correction
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eigenvectors and eigenvalues
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principal component analysis
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random matrix theory
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sample covariance matrix
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shrinkage estimator
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Stieltjes transform
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