The Eigenvectors of Single-Spiked Complex Wishart Matrices: Finite and Asymptotic Analyses (Q6195823)
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scientific article; zbMATH DE number 7818317
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Eigenvectors of Single-Spiked Complex Wishart Matrices: Finite and Asymptotic Analyses |
scientific article; zbMATH DE number 7818317 |
Statements
The Eigenvectors of Single-Spiked Complex Wishart Matrices: Finite and Asymptotic Analyses (English)
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14 March 2024
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convergence in distribution
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eigenvalues
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eigenvectors
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Gauss hypergeometric function
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hypergeometric function of two matrix arguments
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Laguerre polynomials
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moment generating function (m.g.f.)
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probability density function (p.d.f.)
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single-spiked covariance
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Wishart matrix
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