On singular values of data matrices with general independent columns
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Publication:6172191
DOI10.1214/23-aos2263arXiv2108.06677MaRDI QIDQ6172191
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Publication date: 19 July 2023
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2108.06677
eigenvalue distributionlarge sample covariance matricesrealized covariance matrixseparable covariance matrixsingular value distributionlarge data matrixmatrix-valued autoregressive model
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