Pages that link to "Item:Q1000306"
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The following pages link to Spectrum estimation for large dimensional covariance matrices using random matrix theory (Q1000306):
Displaying 2 items.
- Asymptotic properties of principal component analysis and shrinkage-bias adjustment under the generalized spiked population model (Q131450) (← links)
- On the inference about the spectral distribution of high-dimensional covariance matrix based on high-frequency noisy observations (Q1750277) (← links)
