Local expectations of the population spectral distribution of a high-dimensional covariance matrix (Q744778)

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scientific article; zbMATH DE number 6348100
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Local expectations of the population spectral distribution of a high-dimensional covariance matrix
scientific article; zbMATH DE number 6348100

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    Local expectations of the population spectral distribution of a high-dimensional covariance matrix (English)
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    26 September 2014
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    high-dimensional covariance matrix
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    limiting spectral distribution
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    local expectation
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    population spectral distribution
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    Stieltjes transform
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