Properties of eigenvalues and eigenvectors of large-dimensional sample correlation matrices (Q2108908)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Properties of eigenvalues and eigenvectors of large-dimensional sample correlation matrices |
scientific article; zbMATH DE number 7634781
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Properties of eigenvalues and eigenvectors of large-dimensional sample correlation matrices |
scientific article; zbMATH DE number 7634781 |
Statements
Properties of eigenvalues and eigenvectors of large-dimensional sample correlation matrices (English)
0 references
20 December 2022
0 references
eigenvalue distribution
0 references
Haar distribution
0 references
high dimension correlation matrix
0 references
eigenvector
0 references
random matrix theory
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
