The largest eigenvalues of sample covariance matrices for a spiked population: Diagonal case (Q3069151): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2032921855 / rank | |||
Normal rank | |||
Revision as of 21:40, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The largest eigenvalues of sample covariance matrices for a spiked population: Diagonal case |
scientific article |
Statements
The largest eigenvalues of sample covariance matrices for a spiked population: Diagonal case (English)
0 references
24 January 2011
0 references
covariance matrices
0 references
eigenvalues and eigenfunctions
0 references
fluctuations
0 references
