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General equation for the eigenvalues of empirical covariance matrices I - MaRDI portal

General equation for the eigenvalues of empirical covariance matrices I (Q4325097)

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scientific article; zbMATH DE number 729837
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General equation for the eigenvalues of empirical covariance matrices I
scientific article; zbMATH DE number 729837

    Statements

    General equation for the eigenvalues of empirical covariance matrices I (English)
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    11 April 1995
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    empirical covariance matrix
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    spectral function
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    eigenvalues of some covariance matrix
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