Estimation of the population spectral distribution from a large dimensional sample covariance matrix (Q394089)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Estimation of the population spectral distribution from a large dimensional sample covariance matrix |
scientific article; zbMATH DE number 6250279
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the population spectral distribution from a large dimensional sample covariance matrix |
scientific article; zbMATH DE number 6250279 |
Statements
Estimation of the population spectral distribution from a large dimensional sample covariance matrix (English)
0 references
24 January 2014
0 references
empirical spectral distribution
0 references
high-dimensional data analysis
0 references
Marčenko-Pastur distribution
0 references
large sample covariance matrices
0 references
Stieltjes transforms
0 references
0 references
0 references
0 references
0 references
