Strong convergence of ESD for the generalized sample covariance matrices when \(p/n \rightarrow 0\) (Q433567): Difference between revisions
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60B12 / rank | |||
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| Property / Mathematics Subject Classification ID: 15B52 / rank | |||
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| Property / zbMATH DE Number: 6053343 / rank | |||
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sample covariance matrix | |||
| Property / zbMATH Keywords: sample covariance matrix / rank | |||
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Stieltjes transform | |||
| Property / zbMATH Keywords: Stieltjes transform / rank | |||
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limiting spectral distribution | |||
| Property / zbMATH Keywords: limiting spectral distribution / rank | |||
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Revision as of 00:27, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong convergence of ESD for the generalized sample covariance matrices when \(p/n \rightarrow 0\) |
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Strong convergence of ESD for the generalized sample covariance matrices when \(p/n \rightarrow 0\) (English)
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5 July 2012
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sample covariance matrix
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Stieltjes transform
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limiting spectral distribution
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