Eigenvectors of some large sample covariance matrix ensembles (Q644783): Difference between revisions

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Eigenvectors of some large sample covariance matrix ensembles
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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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