Spectral statistics of high dimensional sample covariance matrix with unbounded population spectral norm (Q2137038)
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scientific article; zbMATH DE number 7526604
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Spectral statistics of high dimensional sample covariance matrix with unbounded population spectral norm |
scientific article; zbMATH DE number 7526604 |
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Spectral statistics of high dimensional sample covariance matrix with unbounded population spectral norm (English)
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16 May 2022
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large covariance matrix
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linear spectral statistics
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spiked eigenvalue
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unbounded spectral norm
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