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