Estimation of the population spectral distribution from a large dimensional sample covariance matrix (Q394089)
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scientific article; zbMATH DE number 6250279
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| English | Estimation of the population spectral distribution from a large dimensional sample covariance matrix |
scientific article; zbMATH DE number 6250279 |
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Estimation of the population spectral distribution from a large dimensional sample covariance matrix (English)
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24 January 2014
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empirical spectral distribution
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high-dimensional data analysis
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Marčenko-Pastur distribution
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large sample covariance matrices
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Stieltjes transforms
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0.8937695622444153
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0.8767255544662476
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0.8635945916175842
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0.8594568967819214
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