The middle-scale asymptotics of Wishart matrices (Q2328054)
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scientific article; zbMATH DE number 7114924
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| English | The middle-scale asymptotics of Wishart matrices |
scientific article; zbMATH DE number 7114924 |
Statements
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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0.7835098505020142
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0.7809335589408875
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0.7800235748291016
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0.779853343963623
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0.7717011570930481
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