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Applications on linear spectral statistics of high-dimensional sample covariance matrix with divergent spectrum - MaRDI portal

Applications on linear spectral statistics of high-dimensional sample covariance matrix with divergent spectrum (Q2101405)

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scientific article; zbMATH DE number 7626679
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Applications on linear spectral statistics of high-dimensional sample covariance matrix with divergent spectrum
scientific article; zbMATH DE number 7626679

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    Applications on linear spectral statistics of high-dimensional sample covariance matrix with divergent spectrum (English)
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    6 December 2022
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    spiked population model
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    random matrix theory
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    population spectral distribution
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