On the singular value distribution of large-dimensional data matrices whose columns have different correlations (Q5222211)
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scientific article; zbMATH DE number 7184377
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| English | On the singular value distribution of large-dimensional data matrices whose columns have different correlations |
scientific article; zbMATH DE number 7184377 |
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On the singular value distribution of large-dimensional data matrices whose columns have different correlations (English)
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1 April 2020
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sample covariance matrix
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data matrix
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high-dimensional statistics
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random matrix theory
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0.7580962777137756
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0.7486792802810669
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0.7437140345573425
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