Analytical formula for large eigenvalues of sample covariance matrix in infinite dimensional case (Q6540489)
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scientific article; zbMATH DE number 7850014
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| English | Analytical formula for large eigenvalues of sample covariance matrix in infinite dimensional case |
scientific article; zbMATH DE number 7850014 |
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Analytical formula for large eigenvalues of sample covariance matrix in infinite dimensional case (English)
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15 May 2024
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sample covariance matrix
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high dimensional case
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spectrum reconstruction
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0.7930396795272827
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0.764424204826355
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0.7574214935302734
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0.752376139163971
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0.7490231990814209
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