Canonical equation for the resolvent of empirical covariance matrices (Q4884658)
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scientific article; zbMATH DE number 897293
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| English | Canonical equation for the resolvent of empirical covariance matrices |
scientific article; zbMATH DE number 897293 |
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Canonical equation for the resolvent of empirical covariance matrices (English)
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7 July 1996
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asymptotic properties of normalized spectral functions
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empirical covariance matrix
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Stieltjes transforms
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0.8546847701072693
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0.8544629216194153
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