Eigenvectors of some large sample covariance matrix ensembles (Q644783)
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scientific article
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| English | Eigenvectors of some large sample covariance matrix ensembles |
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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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0.8425158858299255
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0.8193768858909607
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0.8101277351379395
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0.8096542358398438
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