Extremal eigenvalues of sample covariance matrices with general population (Q1983634)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extremal eigenvalues of sample covariance matrices with general population |
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Extremal eigenvalues of sample covariance matrices with general population (English)
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10 September 2021
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sample covariance matrix
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deformed Marchenko-Pastur distribution
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largest eigenvalue
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