Pages that link to "Item:Q433567"
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The following pages link to Strong convergence of ESD for the generalized sample covariance matrices when \(p/n \rightarrow 0\) (Q433567):
Displaying 4 items.
- Limiting spectral distribution of renormalized separable sample covariance matrices when \(p/n\to 0\) (Q2438628) (← links)
- Random matrix theory in statistics: a review (Q2453609) (← links)
- Polynomial generalizations of the sample variance-covariance matrix when pn−1 → 0 (Q3179762) (← links)
- Strong convergence of ESD for large quaternion sample covariance matrices and correlation matrices when p/n → 0 (Q5107059) (← links)
