Sufficient ensemble size for random matrix theory-based handling of singular covariance matrices (Q5132231)
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scientific article; zbMATH DE number 7272160
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sufficient ensemble size for random matrix theory-based handling of singular covariance matrices |
scientific article; zbMATH DE number 7272160 |
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Sufficient ensemble size for random matrix theory-based handling of singular covariance matrices (English)
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10 November 2020
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singular covariance
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precision matrix
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curse of dimensionality
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random projections
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Monte Carlo error
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