Extended proof of the statement: Convergence rate of expected spectral functions of the sample covariance matrix Ȓ mn (n) is equal to O(n -1/2 ) under the condition m n n -1 ≤ c < i and the method of critical steepest descent (Q4780947)
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scientific article; zbMATH DE number 1833692
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| English | Extended proof of the statement: Convergence rate of expected spectral functions of the sample covariance matrix Ȓ mn (n) is equal to O(n -1/2 ) under the condition m n n -1 ≤ c < i and the method of critical steepest descent |
scientific article; zbMATH DE number 1833692 |
Statements
Extended proof of the statement: Convergence rate of expected spectral functions of the sample covariance matrix Ȓ mn (n) is equal to O(n -1/2 ) under the condition m n n -1 ≤ c < i and the method of critical steepest descent (English)
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21 November 2002
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spectral functions
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empirical covariance matrices
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convergence rates
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Gram random matrices
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martingale difference method
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0.8466131
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0.84104663
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0.83424425
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0.82985866
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0.8253852
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0.81475085
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0.8129153
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