ON HIGH-DIMENSIONAL COVARIANCE MATRICES ESTIMATION

ON HIGH-DIMENSIONAL COVARIANCE MATRICES ESTIMATION

Ph.D

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Bibliographic Details
Main Author: WEN JUN
Other Authors: STATISTICS & APPLIED PROBABILITY
Format: Theses and Dissertations
Language:English
Published: 2017
Subjects:
covariance matrix estimation,spectrum estimation,random matrix theory,Marčenko-Pastur equation,supersymmetry,Stieltjes transform
Online Access:http://scholarbank.nus.edu.sg/handle/10635/135450
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Institution: National University of Singapore
Language: English

Internet

http://scholarbank.nus.edu.sg/handle/10635/135450

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