Spectral properties of empirical covariance matrices for data with power-law tails (Q6502820)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Spectral properties of empirical covariance matrices for data with power-law tails |
scientific article from arXiv
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Spectral properties of empirical covariance matrices for data with power-law tails |
scientific article from arXiv |
Statements
Spectral properties of empirical covariance matrices for data with power-law tails (English)
0 references
