The Rate of Convergence of Spectra of Sample Covariance Matrices (Q3581320)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Rate of Convergence of Spectra of Sample Covariance Matrices |
scientific article |
Statements
The Rate of Convergence of Spectra of Sample Covariance Matrices (English)
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16 August 2010
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sample covariance matrix
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Marchenko-Pastur distribution
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rates of convergence
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empirical eigenvalue distribution
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