On eigenvalues of a high-dimensional spatial-sign covariance matrix (Q2073230)
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scientific article; zbMATH DE number 7467735
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| English | On eigenvalues of a high-dimensional spatial-sign covariance matrix |
scientific article; zbMATH DE number 7467735 |
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On eigenvalues of a high-dimensional spatial-sign covariance matrix (English)
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1 February 2022
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central limit theorem
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eigenvalue distribution
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linear spectral statistics
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spatial-sign covariance matrix
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