Spectral analysis of normalized sample covariance matrices with large dimension and small sample size
Sample covariance matrix, which is to give an idea about the statistical interdependence structure of the data, is a fundamental tool in multivariate statistical analysis. Due to rapid development and wide applications in statistics, wireless communication and econometric theory, significant effort...
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| 格式: | Theses and Dissertations |
| 語言: | English |
| 出版: |
2013
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| 在線閱讀: | https://hdl.handle.net/10356/54960 |
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| 機構: | Nanyang Technological University |
| 語言: | English |