Numerical simulation for functions of sample covariance matrices (Q354867)
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scientific article; zbMATH DE number 6189893
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical simulation for functions of sample covariance matrices |
scientific article; zbMATH DE number 6189893 |
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Numerical simulation for functions of sample covariance matrices (English)
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22 July 2013
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eigenvalues
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numerical simulation method
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spectral properties
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covariance matrices
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