Concentration of measure and spectra of random matrices: applications to correlation matrices, elliptical distributions and beyond (Q1049567)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Concentration of measure and spectra of random matrices: applications to correlation matrices, elliptical distributions and beyond |
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Concentration of measure and spectra of random matrices: applications to correlation matrices, elliptical distributions and beyond (English)
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13 January 2010
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covariance matrices
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eigenvalues of covariance matrices
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multivariate statistical analysis
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high-dimensional inference
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