Estimation of the population spectral distribution from a large dimensional sample covariance matrix (Q394089): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1302.0355 / rank | |||
Normal rank | |||
Revision as of 13:18, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the population spectral distribution from a large dimensional sample covariance matrix |
scientific article |
Statements
Estimation of the population spectral distribution from a large dimensional sample covariance matrix (English)
0 references
24 January 2014
0 references
empirical spectral distribution
0 references
high-dimensional data analysis
0 references
Marčenko-Pastur distribution
0 references
large sample covariance matrices
0 references
Stieltjes transforms
0 references
