On generalized expectation-based estimation of a population spectral distribution from high-dimensional data (Q2352449)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On generalized expectation-based estimation of a population spectral distribution from high-dimensional data |
scientific article |
Statements
On generalized expectation-based estimation of a population spectral distribution from high-dimensional data (English)
0 references
1 July 2015
0 references
large sample covariance matrix
0 references
eigenvalues distribution
0 references
population spectral distribution
0 references
empirical spectral distribution
0 references
generalized expectation estimation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references