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The middle-scale asymptotics of Wishart matrices - MaRDI portal

The middle-scale asymptotics of Wishart matrices (Q2328054)

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The middle-scale asymptotics of Wishart matrices
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    The middle-scale asymptotics of Wishart matrices (English)
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    9 October 2019
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    covariance estimation
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    Gaussian orthogonal ensemble
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    high-dimensional asymptotics
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    phase transitions
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    random matric theory
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