Spectrum estimation for large dimensional covariance matrices using random matrix theory (Q1000306)
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scientific article; zbMATH DE number 5503375
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| English | Spectrum estimation for large dimensional covariance matrices using random matrix theory |
scientific article; zbMATH DE number 5503375 |
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Spectrum estimation for large dimensional covariance matrices using random matrix theory (English)
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6 February 2009
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principal components analysis
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eigenvalues of covariance matrices
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high-dimensional inference
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Stieltjes transform
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Marčenko-Pastur equation
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convex optimization
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0.8758144378662109
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0.8698268532752991
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0.8635945916175842
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0.845398485660553
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0.8282533288002014
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