RDS free CLT for spiked eigenvalues of high-dimensional covariance matrices (Q2670788): Difference between revisions
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Revision as of 13:21, 28 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | RDS free CLT for spiked eigenvalues of high-dimensional covariance matrices |
scientific article |
Statements
RDS free CLT for spiked eigenvalues of high-dimensional covariance matrices (English)
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1 June 2022
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high-dimensional covariance matrix
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random matrix theory
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spiked model
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central limit theorem
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ratio of dimension to sample size
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ultra-high dimension
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