On estimation of the population spectral distribution from a high-dimensional sample covariance matrix

On estimation of the population spectral distribution from a high-dimensional sample covariance matrix

10.1111/j.1467-842X.2010.00590.x

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書目詳細資料
Main Authors:	Bai, Z., Chen, J., Yao, J.
其他作者:	STATISTICS & APPLIED PROBABILITY
格式:	Article
出版:	2014
主題:	Eigenvalues of covariance matrices High-dimensional statistics Marćenko-Pastur distribution Sample covariance matrices
在線閱讀:	http://scholarbank.nus.edu.sg/handle/10635/105253
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	National University of Singapore

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