Estimation of two high-dimensional covariance matrices and the spectrum of their ratio (Q1795566)
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scientific article; zbMATH DE number 6955861
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| English | Estimation of two high-dimensional covariance matrices and the spectrum of their ratio |
scientific article; zbMATH DE number 6955861 |
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Estimation of two high-dimensional covariance matrices and the spectrum of their ratio (English)
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16 October 2018
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covariance matrix estimation
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high-dimensional asymptotics
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Marčenko-Pastur equation
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random matrix theory
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spectrum estimation
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two-sample problem
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0.8284671306610107
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0.8282533288002014
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0.8228327631950378
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0.8027665615081787
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