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On variance of sample matrix eigenvalue - MaRDI portal

On variance of sample matrix eigenvalue (Q5082665)

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scientific article; zbMATH DE number 7545646
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On variance of sample matrix eigenvalue
scientific article; zbMATH DE number 7545646

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    On variance of sample matrix eigenvalue (English)
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    21 June 2022
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    matrix eigenvalue
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    variance-covariance matrix
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    canonical correlation
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    approximation of variance
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