Numerical simulation for functions of sample covariance matrices
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Publication:354867
DOI10.1007/s10958-013-1237-5zbMath1271.65068MaRDI QIDQ354867
A. I. Glusker, V. I. Serdobol'skij
Publication date: 22 July 2013
Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10958-013-1237-5
65F15: Numerical computation of eigenvalues and eigenvectors of matrices
62J10: Analysis of variance and covariance (ANOVA)
Cites Work
- No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices
- Multivariate statistical analysis. A high-dimensional approach
- Statistical analysis of observations of increasing dimension. Transl. from the Russian
- Spectral theory of random matrices
- The method of a small parameter in flows of a gas containing dust
- Application aspects of G-analysis
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