MIXANDMIX: numerical techniques for the computation of empirical spectral distributions of population mixtures
type: Item
instance of: scholarly article
title: MIXANDMIX: numerical techniques for the computation of empirical spectral distributions of population mixtures
author: Lucilio Cordero-Grande
published in: Computational Statistics and Data Analysis
publication date: 2019-11-22T00:00:00Z
full work available at URL: https://arxiv.org/abs/1812.05575
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 15B52
Mathematics Subject Classification ID: 60B20
Mathematics Subject Classification ID: 60-08
zbMATH DE Number: 7135452
zbMATH Keywords: large-dimensional statistics
zbMATH Keywords: random matrix theory
zbMATH Keywords: generalized Marčenko-Pastur equations
zbMATH Keywords: asymptotic eigenvalue distribution
zbMATH Keywords: numerical solutions
describes a project that uses: QuEST
describes a project that uses: SPECTRODE
describes a project that uses: RMTool
describes a project that uses: OptShrink
MaRDI profile type: Publication
OpenAlex ID: W2954942261
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DOI: 10.1016/J.CSDA.2019.06.011
description: scientific article; zbMATH DE number 7135452