Asymptotic behavior of spectral function of empirical covariance matrices (Q4325099)
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scientific article; zbMATH DE number 729839
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic behavior of spectral function of empirical covariance matrices |
scientific article; zbMATH DE number 729839 |
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Asymptotic behavior of spectral function of empirical covariance matrices (English)
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17 December 1995
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principal component analysis
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Stieltjes transforms
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inverse formulas
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limit theorems
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invariance principle
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canonical spectral equation
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normalized spectral functions of empirical covariance matrices
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generalized elliptically contoured distribution
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convergence of normalized spectral functions
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