General equation for the eigenvalues of empirical covariance matrices I (Q4325097)
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scientific article; zbMATH DE number 729837
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | General equation for the eigenvalues of empirical covariance matrices I |
scientific article; zbMATH DE number 729837 |
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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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