On singular values of data matrices with general independent columns (Q6172191)
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scientific article; zbMATH DE number 7714174
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On singular values of data matrices with general independent columns |
scientific article; zbMATH DE number 7714174 |
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On singular values of data matrices with general independent columns (English)
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19 July 2023
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eigenvalue distribution
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large data matrix
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large sample covariance matrices
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matrix-valued autoregressive model
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realized covariance matrix
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separable covariance matrix
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singular value distribution
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