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Spectral Properties of Rescaled Sample Correlation Matrix - MaRDI portal

Spectral Properties of Rescaled Sample Correlation Matrix (Q5041343)

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scientific article; zbMATH DE number 7601226
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Spectral Properties of Rescaled Sample Correlation Matrix
scientific article; zbMATH DE number 7601226

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    Spectral Properties of Rescaled Sample Correlation Matrix (English)
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    13 October 2022
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    central limit theorem
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    limiting spectral distribution
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    random matrix theory
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    rescaled sample correlation matrix
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