Strong limit of the extreme eigenvalues of a symmetrized auto-cross covariance matrix (Q894819): Difference between revisions
From MaRDI portal
Set profile property. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1312.2277 / rank | |||
Normal rank | |||
Revision as of 17:38, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong limit of the extreme eigenvalues of a symmetrized auto-cross covariance matrix |
scientific article |
Statements
Strong limit of the extreme eigenvalues of a symmetrized auto-cross covariance matrix (English)
0 references
24 November 2015
0 references
auto-cross covariance matrix
0 references
limiting spectral distribution
0 references
strong limit
0 references
extreme eigenvalues
0 references
random matrix theory
0 references
dynamic factor analysis
0 references
Marčenko-Pastur law
0 references
order detection
0 references
Stieltjes transform
0 references
