Spectral analysis of the Moore-Penrose inverse of a large dimensional sample covariance matrix (Q276985): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60B20 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60F05 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60F15 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60F17 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 62H10 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 15B52 / rank | |||
Normal rank | |||
Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6577418 / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
CLT | |||
Property / zbMATH Keywords: CLT / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
large-dimensional asymptotics | |||
Property / zbMATH Keywords: large-dimensional asymptotics / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
Moore-Penrose inverse | |||
Property / zbMATH Keywords: Moore-Penrose inverse / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
random matrix theory | |||
Property / zbMATH Keywords: random matrix theory / rank | |||
Normal rank |
Revision as of 16:44, 27 June 2023
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Spectral analysis of the Moore-Penrose inverse of a large dimensional sample covariance matrix |
scientific article |
Statements
Spectral analysis of the Moore-Penrose inverse of a large dimensional sample covariance matrix (English)
0 references
4 May 2016
0 references
CLT
0 references
large-dimensional asymptotics
0 references
Moore-Penrose inverse
0 references
random matrix theory
0 references