The generalized canonical equations \(K_1, K_7, K_{16}, K_{27}\). The REFORM method, the invariance principal method, the matrix expansion method and \(G\)-transform. The main stochastic canonical equations \(K_{100},\ldots,K_{106}\) and the estimators \(

DOI10.1515/rose-2024-2001MaRDI QIDQ6123180

Vyacheslav L. Girko

Publication date: 4 March 2024

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

zbMATH Keywords

random matricescanonical equation

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52)

Cites Work

• 30 years of general statistical analysis and canonical equation \(K_{60}\) for Hermitian matrices \((A+BUC)(A+BUC)^*\), where \(U\) is a random unitary matrix
• Statistical analysis of observations of increasing dimension. Transl. from the Russian
• Splitting a Single State of a Stationary Process into Markovian States
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