MIXANDMIX: numerical techniques for the computation of empirical spectral distributions of population mixtures (Q2007993)
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scientific article; zbMATH DE number 7135452
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| English | MIXANDMIX: numerical techniques for the computation of empirical spectral distributions of population mixtures |
scientific article; zbMATH DE number 7135452 |
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MIXANDMIX: numerical techniques for the computation of empirical spectral distributions of population mixtures (English)
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22 November 2019
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large-dimensional statistics
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random matrix theory
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generalized Marčenko-Pastur equations
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asymptotic eigenvalue distribution
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numerical solutions
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