On singular values distribution of a matrix large auto-covariance in the ultra-dimensional regime (Q3459155)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On singular values distribution of a matrix large auto-covariance in the ultra-dimensional regime |
scientific article |
Statements
On singular values distribution of a matrix large auto-covariance in the ultra-dimensional regime (English)
0 references
30 December 2015
0 references
auto-covariance matrix
0 references
singular values
0 references
limiting spectral distribution
0 references
ultra-dimensional data
0 references
largest eigenvalue
0 references
moment method
0 references
singular value distribution
0 references
