Inference on the eigenvalues of the normalized precision matrix (Q6635248)
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scientific article; zbMATH DE number 7941033
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| English | Inference on the eigenvalues of the normalized precision matrix |
scientific article; zbMATH DE number 7941033 |
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Inference on the eigenvalues of the normalized precision matrix (English)
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9 November 2024
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normalized inverse covariance
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eigenvalue estimation
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asymptotic distribution
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matrix perturbation
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Stein-type shrinkage
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