On the empirical spectral distribution for certain models related to sample covariance matrices with different correlations (Q5092965)
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scientific article; zbMATH DE number 7562977
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the empirical spectral distribution for certain models related to sample covariance matrices with different correlations |
scientific article; zbMATH DE number 7562977 |
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On the empirical spectral distribution for certain models related to sample covariance matrices with different correlations (English)
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26 July 2022
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random matrices
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sample covariance matrices
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high dimensional statistics
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Marchenko-Pastur law
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