Statistical analysis of observations of increasing dimension. Transl. from the Russian

zbMath0867.62047MaRDI QIDQ1921377

Vyacheslav L. Girko

Publication date: 26 August 1996

Published in: Theory and Decision Library. Series B: Mathematical and Statistical Methods (Search for Journal in Brave)

zbMATH Keywords

Stieltjes transformeigenvaluesspectral functioncanonical equationsperturbation theory for linear operatorsrandom determinantsempirical covariance matricesG-condition

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Central limit and other weak theorems (60F05) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Random matrices (algebraic aspects) (15B52) Applications of operator theory in probability theory and statistics (47N30)

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