Canonical equation for the resolvent of empirical covariance matrices

DOI10.1515/ROSE.1996.4.1.61zbMATH Open0849.60050OpenAlexW1983650692MaRDI QIDQ4884658FDOQ4884658

Authors: Vyacheslav Girko 

Publication date: 7 July 1996

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose.1996.4.1.61

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zbMATH Keywords

Stieltjes transformsempirical covariance matrixasymptotic properties of normalized spectral functions

Mathematics Subject Classification ID

Stochastic processes (60G99)

Cited In (2)

• Canonical spectral equation for empirical covariance matrices
• Asymptotic behavior of spectral function of empirical covariance matrices

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