Large Sample Covariance Matrices and High-Dimensional Data Analysis (Q5246856)
From MaRDI portal
scientific article; zbMATH DE number 6428851
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large Sample Covariance Matrices and High-Dimensional Data Analysis |
scientific article; zbMATH DE number 6428851 |
Statements
Large Sample Covariance Matrices and High-Dimensional Data Analysis (English)
0 references
22 April 2015
0 references
covariance matrix
0 references
multiple correlation coefficient
0 references
spectral distribution
0 references
sphericity test
0 references
spiked population models
0 references
