Local expectations of the population spectral distribution of a high-dimensional covariance matrix (Q744778)
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scientific article; zbMATH DE number 6348100
| Language | Label | Description | Also known as |
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| English | 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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0.8434521555900574
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0.8307282328605652
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0.7961883544921875
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0.7834203839302063
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0.7477965354919434
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