Ensemble-based estimates of eigenvector error for empirical covariance matrices (Q5006493)
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scientific article; zbMATH DE number 7382164
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ensemble-based estimates of eigenvector error for empirical covariance matrices |
scientific article; zbMATH DE number 7382164 |
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Ensemble-based estimates of eigenvector error for empirical covariance matrices (English)
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16 August 2021
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covariance matrix
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empirical eigenvector
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Wigner surmise
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Wishart distribution
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graphical model
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