Strong convergence of ESD for the generalized sample covariance matrices when \(p/n \rightarrow 0\) (Q433567)
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scientific article; zbMATH DE number 6053343
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| English | Strong convergence of ESD for the generalized sample covariance matrices when \(p/n \rightarrow 0\) |
scientific article; zbMATH DE number 6053343 |
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Strong convergence of ESD for the generalized sample covariance matrices when \(p/n \rightarrow 0\) (English)
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5 July 2012
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sample covariance matrix
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Stieltjes transform
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limiting spectral distribution
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0.8603761792182922
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0.8594290018081665
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0.8573384881019592
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0.8567798733711243
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