Local expectations of the population spectral distribution of a high-dimensional covariance matrix (Q744778)

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scientific article; zbMATH DE number 6348100
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    Local expectations of the population spectral distribution of a high-dimensional covariance matrix
    scientific article; zbMATH DE number 6348100

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      Local expectations of the population spectral distribution of a high-dimensional covariance matrix (English)
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      26 September 2014
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      high-dimensional covariance matrix
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      limiting spectral distribution
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      local expectation
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      population spectral distribution
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      Stieltjes transform
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