The largest eigenvalues of sample covariance matrices for a spiked population: diagonal case (Q3069151)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5840821
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The largest eigenvalues of sample covariance matrices for a spiked population: diagonal case |
scientific article; zbMATH DE number 5840821 |
Statements
The largest eigenvalues of sample covariance matrices for a spiked population: Diagonal case (English)
0 references
24 January 2011
0 references
covariance matrices
0 references
eigenvalues and eigenfunctions
0 references
fluctuations
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8880831003189087
0 references
0.8847615718841553
0 references
0.8645572662353516
0 references
0.852038562297821
0 references
