Eigenvectors of some large sample covariance matrix ensembles (Q644783)

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scientific article; zbMATH DE number 5968712
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    Eigenvectors of some large sample covariance matrix ensembles
    scientific article; zbMATH DE number 5968712

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      Eigenvectors of some large sample covariance matrix ensembles (English)
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      7 November 2011
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      asymptotic distribution
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      bias correction
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      eigenvectors and eigenvalues
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      principal component analysis
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      random matrix theory
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      sample covariance matrix
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      shrinkage estimator
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      Stieltjes transform
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