The middle-scale asymptotics of Wishart matrices (Q2328054)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The middle-scale asymptotics of Wishart matrices |
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The middle-scale asymptotics of Wishart matrices (English)
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9 October 2019
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covariance estimation
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Gaussian orthogonal ensemble
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high-dimensional asymptotics
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phase transitions
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random matric theory
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