How close is the sample covariance matrix to the actual covariance matrix? (Q715740)
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| English | How close is the sample covariance matrix to the actual covariance matrix? |
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How close is the sample covariance matrix to the actual covariance matrix? (English)
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1 November 2012
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sample covariance matrices
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estimation of covariance matrices
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random matrices with independent columns
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0.8088994
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0.80314356
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0.8001671
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0.7969044
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0.7963401
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0.79616183
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0.79326713
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