Limiting spectral distribution of a symmetrized auto-cross covariance matrix (Q2454407)
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scientific article; zbMATH DE number 6304081
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limiting spectral distribution of a symmetrized auto-cross covariance matrix |
scientific article; zbMATH DE number 6304081 |
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Limiting spectral distribution of a symmetrized auto-cross covariance matrix (English)
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13 June 2014
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auto-cross covariance
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factor analysis
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Marčenko-Pastur law
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limiting spectral distribution
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order detection
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random matrix theory
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Stieltjes transform
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