Properties of eigenvalues and eigenvectors of large-dimensional sample correlation matrices (Q2108908)
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scientific article; zbMATH DE number 7634781
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Properties of eigenvalues and eigenvectors of large-dimensional sample correlation matrices |
scientific article; zbMATH DE number 7634781 |
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Properties of eigenvalues and eigenvectors of large-dimensional sample correlation matrices (English)
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20 December 2022
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eigenvalue distribution
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Haar distribution
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high dimension correlation matrix
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eigenvector
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random matrix theory
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