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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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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