Limit of the smallest eigenvalue of a large dimensional sample covariance matrix (Q688039)
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: Limit of the smallest eigenvalue of a large dimensional sample covariance matrix |
scientific article; zbMATH DE number 440236
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit of the smallest eigenvalue of a large dimensional sample covariance matrix |
scientific article; zbMATH DE number 440236 |
Statements
Limit of the smallest eigenvalue of a large dimensional sample covariance matrix (English)
0 references
19 January 1994
0 references
random matrix
0 references
sample covariance matrix
0 references
smallest eigenvalue of a random matrix
0 references
spectral radius
0 references
0.96768844
0 references
0.9546771
0 references
0.94427866
0 references
0.9389111
0 references
0.9388386
0 references
0.93352145
0 references
