Spectral analysis of the Moore-Penrose inverse of a large dimensional sample covariance matrix (Q276985)
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scientific article; zbMATH DE number 6577418
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Spectral analysis of the Moore-Penrose inverse of a large dimensional sample covariance matrix |
scientific article; zbMATH DE number 6577418 |
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Spectral analysis of the Moore-Penrose inverse of a large dimensional sample covariance matrix (English)
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4 May 2016
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CLT
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large-dimensional asymptotics
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Moore-Penrose inverse
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random matrix theory
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