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

• المؤلف الرئيسي: Chen, Binbin
• مؤلفون آخرون: School of Physical and Mathematical Sciences
• التنسيق: Theses and Dissertations
• اللغة: English
• منشور في: 2013
• الموضوعات: DRNTU::Science::Mathematics::Probability theory
• الوصول للمادة أونلاين: https://hdl.handle.net/10356/54960

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...