Sufficient ensemble size for random matrix theory-based handling of singular covariance matrices
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Publication:5132231
DOI10.1142/S0219530520400072zbMath1493.62311OpenAlexW3034176629MaRDI QIDQ5132231
Publication date: 10 November 2020
Published in: Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219530520400072
Estimation in multivariate analysis (62H12) Random matrices (probabilistic aspects) (60B20) Monte Carlo methods (65C05) Learning and adaptive systems in artificial intelligence (68T05) Random matrices (algebraic aspects) (15B52)
Uses Software
Cites Work
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