Eigenvectors of some large sample covariance matrix ensembles (Q644783)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Eigenvectors of some large sample covariance matrix ensembles |
scientific article |
Statements
Eigenvectors of some large sample covariance matrix ensembles (English)
0 references
7 November 2011
0 references
asymptotic distribution
0 references
bias correction
0 references
eigenvectors and eigenvalues
0 references
principal component analysis
0 references
random matrix theory
0 references
sample covariance matrix
0 references
shrinkage estimator
0 references
Stieltjes transform
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
