ON ESTIMATION OF THE POPULATION SPECTRAL DISTRIBUTION FROM A HIGH‐DIMENSIONAL SAMPLE COVARIANCE MATRIX (Q5357570)
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scientific article; zbMATH DE number 6773640
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| English | ON ESTIMATION OF THE POPULATION SPECTRAL DISTRIBUTION FROM A HIGH‐DIMENSIONAL SAMPLE COVARIANCE MATRIX |
scientific article; zbMATH DE number 6773640 |
Statements
ON ESTIMATION OF THE POPULATION SPECTRAL DISTRIBUTION FROM A HIGH‐DIMENSIONAL SAMPLE COVARIANCE MATRIX (English)
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11 September 2017
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eigenvalues of covariance matrices
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high-dimensional statistics
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Marčenko-Pastur distribution
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sample covariance matrices
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0.9771818
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0.9446584
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0.9326317
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0.9270058
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0.9160871
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0.9146433
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0.91054446
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0.9094323
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