How close is the sample covariance matrix to the actual covariance matrix? (Q715740)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | How close is the sample covariance matrix to the actual covariance matrix? |
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How close is the sample covariance matrix to the actual covariance matrix? (English)
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1 November 2012
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sample covariance matrices
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estimation of covariance matrices
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random matrices with independent columns
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