Rank 1 real Wishart spiked model (Q3165463)
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: Rank 1 real Wishart spiked model |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Rank 1 real Wishart spiked model |
scientific article |
Statements
Rank 1 real Wishart spiked model (English)
0 references
26 October 2012
0 references
Wishart matrix
0 references
covariance matrix
0 references
eigenvalue distribution
0 references
phase transition
0 references
largest value distribution
0 references
principal component analysis
0 references
asymptotic behavior
0 references
Marchenko-Pastur law
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8454617261886597
0 references
0.8426224589347839
0 references
0.8318591713905334
0 references
0.8184061646461487
0 references
