On generalized expectation-based estimation of a population spectral distribution from high-dimensional data (Q2352449)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On generalized expectation-based estimation of a population spectral distribution from high-dimensional data |
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On generalized expectation-based estimation of a population spectral distribution from high-dimensional data (English)
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1 July 2015
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large sample covariance matrix
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eigenvalues distribution
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population spectral distribution
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empirical spectral distribution
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generalized expectation estimation
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