On the empirical spectral distribution for certain models related to sample covariance matrices with different correlations (Q5092965)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7562977
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On the empirical spectral distribution for certain models related to sample covariance matrices with different correlations |
scientific article; zbMATH DE number 7562977 |
Statements
On the empirical spectral distribution for certain models related to sample covariance matrices with different correlations (English)
0 references
26 July 2022
0 references
random matrices
0 references
sample covariance matrices
0 references
high dimensional statistics
0 references
Marchenko-Pastur law
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.7921391725540161
0 references
0.7846978306770325
0 references
0.7814520597457886
0 references
0.779377818107605
0 references
