Limit of the smallest eigenvalue of a large dimensional sample covariance matrix (Q688039)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit of the smallest eigenvalue of a large dimensional sample covariance matrix |
scientific article |
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Limit of the smallest eigenvalue of a large dimensional sample covariance matrix (English)
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19 January 1994
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random matrix
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sample covariance matrix
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smallest eigenvalue of a random matrix
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spectral radius
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