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