Canonical spectral equation for empirical covariance matrices
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Publication:4940534
DOI10.1007/BF01057509zbMath0943.60054MaRDI QIDQ4940534
Publication date: 2 March 2000
Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)
Random operators and equations (aspects of stochastic analysis) (60H25) Eigenvalues, singular values, and eigenvectors (15A18)
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