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Moderate deviations for extreme eigenvalues of real-valued sample covariance matrices - MaRDI portal

Moderate deviations for extreme eigenvalues of real-valued sample covariance matrices (Q2031010)

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scientific article; zbMATH DE number 7356413
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Moderate deviations for extreme eigenvalues of real-valued sample covariance matrices
scientific article; zbMATH DE number 7356413

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    Moderate deviations for extreme eigenvalues of real-valued sample covariance matrices (English)
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    8 June 2021
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    sample covariance matrices
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    extreme eigenvalues
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    moderate deviations
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