ON ESTIMATION OF THE POPULATION SPECTRAL DISTRIBUTION FROM A HIGH‐DIMENSIONAL SAMPLE COVARIANCE MATRIX (Q5357570)
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scientific article; zbMATH DE number 6773640
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON ESTIMATION OF THE POPULATION SPECTRAL DISTRIBUTION FROM A HIGH‐DIMENSIONAL SAMPLE COVARIANCE MATRIX |
scientific article; zbMATH DE number 6773640 |
Statements
ON ESTIMATION OF THE POPULATION SPECTRAL DISTRIBUTION FROM A HIGH‐DIMENSIONAL SAMPLE COVARIANCE MATRIX (English)
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11 September 2017
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eigenvalues of covariance matrices
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high-dimensional statistics
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Marčenko-Pastur distribution
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sample covariance matrices
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