Estimation of two high-dimensional covariance matrices and the spectrum of their ratio
type: Item
instance of: scholarly article
title: Estimation of two high-dimensional covariance matrices and the spectrum of their ratio
zbMATH Open document ID: 1401.62087
author: Jun Wen
published in: Journal of Multivariate Analysis
publication date: 2018-10-16T00:00:00Z
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 60B20
Mathematics Subject Classification ID: 62J07
zbMATH DE Number: 6955861
zbMATH Keywords: covariance matrix estimation
zbMATH Keywords: high-dimensional asymptotics
zbMATH Keywords: Marčenko-Pastur equation
zbMATH Keywords: random matrix theory
zbMATH Keywords: spectrum estimation
zbMATH Keywords: two-sample problem
MaRDI profile type: Publication
full work available at URL: j.jmva.2018.06.008
OpenAlex ID: W2810747915
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DOI: 10.1016/J.JMVA.2018.06.008
description: scientific article; zbMATH DE number 6955861