Spectral analysis of normalized sample covariance matrices with large dimension and small sample size

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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書目詳細資料
主要作者:	Chen, Binbin
其他作者:	School of Physical and Mathematical Sciences
格式:	Theses and Dissertations
語言:	English
出版:	2013
主題:	DRNTU::Science::Mathematics::Probability theory
在線閱讀:	https://hdl.handle.net/10356/54960
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Nanyang Technological University
語言:	English

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