Canonical spectral equation for empirical covariance matrices (Q4940534)
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scientific article; zbMATH DE number 1410092
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| English | Canonical spectral equation for empirical covariance matrices |
scientific article; zbMATH DE number 1410092 |
Statements
Canonical spectral equation for empirical covariance matrices (English)
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2 March 2000
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covariance matrix
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eigenvalue
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eigenvector
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Stieltjes transformation
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analytic function
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0.8546847701072693
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0.8469391465187073
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0.8430240154266357
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