Large deviations of extremal eigenvalues of sample covariance matrices (Q6148875)

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scientific article; zbMATH DE number 7787409
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Large deviations of extremal eigenvalues of sample covariance matrices
scientific article; zbMATH DE number 7787409

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    Large deviations of extremal eigenvalues of sample covariance matrices (English)
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    12 January 2024
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    large deviations
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    sample covariance matrices
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    extremal eigenvalues
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