Limiting distributions for eigenvalues of sample correlation matrices from heavy-tailed populations (Q2112809)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limiting distributions for eigenvalues of sample correlation matrices from heavy-tailed populations |
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Limiting distributions for eigenvalues of sample correlation matrices from heavy-tailed populations (English)
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12 January 2023
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sample correlation matrix
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limiting spectral distribution
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method of moments
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infinite variance
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Marčenko-Pastur law
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stable distribution
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