scientific article; zbMATH DE number 919369
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Publication:4889040
zbMath0898.62081MaRDI QIDQ4889040
Publication date: 30 October 1996
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
varianceresolventsspectral functionsexpectationincreasing dimensionsample covariance matricesprincipal spectral equations
Related Items (4)
Numerical simulation for functions of sample covariance matrices ⋮ Stable estimators of inverse covariance matrices ⋮ Matrix shrinkage of high-dimensional expectation vectors ⋮ Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
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