The resolvent and the spectral functions of sample covariance matrices of increasing dimension
type: Item
instance of: scholarly article
title: The resolvent and the spectral functions of sample covariance matrices of increasing dimension
zbMATH Open document ID: 0582.60045
published in: Russian Mathematical Surveys
publication date: 1985-01-01T00:00:00Z
Mathematics Subject Classification ID: 60F99
Mathematics Subject Classification ID: 15B48
zbMATH DE Number: 3932116
zbMATH Keywords: resolvent and spectral functions
zbMATH Keywords: samples of increasing dimensions
zbMATH Keywords: covariance matrix
author: V. I. Serdobol'skij
MaRDI profile type: MaRDI publication profile
full work available at URL: rm1985v040n02abeh003575
OpenAlex ID: W2012946750
DOI: 10.1070/RM1985V040N02ABEH003575
Recommended article: Q3689944
Recommended article: Q4221399
Recommended article: Spectra of infinite-dimensional sample covariance matrices
Recommended article: Q4889040
Recommended article: Q3651388
Recommended article: Asymptotic behavior of spectral function of empirical covariance matrices
Recommended article: The Rate of Convergence of Spectra of Sample Covariance Matrices
Recommended article: Q3180605
Recommended article: On the sharpness of asymptotic expressions for the spectral functions of empirical covariance matrices
description: scientific article