On singular values distribution of a matrix large auto-covariance in the ultra-dimensional regime (Q3459155)

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    On singular values distribution of a matrix large auto-covariance in the ultra-dimensional regime
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      On singular values distribution of a matrix large auto-covariance in the ultra-dimensional regime (English)
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      30 December 2015
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      auto-covariance matrix
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      singular values
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      limiting spectral distribution
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      ultra-dimensional data
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      largest eigenvalue
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      moment method
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      singular value distribution
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