Limiting spectral distribution of renormalized separable sample covariance matrices when \(p/n\to 0\) (Q2438628)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limiting spectral distribution of renormalized separable sample covariance matrices when \(p/n\to 0\) |
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Limiting spectral distribution of renormalized separable sample covariance matrices when \(p/n\to 0\) (English)
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6 March 2014
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separable covariance
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limiting spectral distribution
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Stieltjes transform
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McDiarmid's inequality
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Lindeberg principle
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Wielandt's inequality
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