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:
Online Access:http://scholarbank.nus.edu.sg/handle/10635/135450
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Institution: National University of Singapore
Language: English
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spelling sg-nus-scholar.10635-1354502017-05-02T07:41:05Z ON HIGH-DIMENSIONAL COVARIANCE MATRICES ESTIMATION WEN JUN STATISTICS & APPLIED PROBABILITY LOH WEI LIEM covariance matrix estimation,spectrum estimation,random matrix theory,Marčenko-Pastur equation,supersymmetry,Stieltjes transform Ph.D DOCTOR OF PHILOSOPHY 2017-04-30T18:00:32Z 2017-04-30T18:00:32Z 2017-01-06 Thesis WEN JUN (2017-01-06). ON HIGH-DIMENSIONAL COVARIANCE MATRICES ESTIMATION. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/135450 NOT_IN_WOS en
institution National University of Singapore
building NUS Library
country Singapore
collection ScholarBank@NUS
language English
topic covariance matrix estimation,spectrum estimation,random matrix theory,Marčenko-Pastur equation,supersymmetry,Stieltjes transform
spellingShingle covariance matrix estimation,spectrum estimation,random matrix theory,Marčenko-Pastur equation,supersymmetry,Stieltjes transform
WEN JUN
ON HIGH-DIMENSIONAL COVARIANCE MATRICES ESTIMATION
description Ph.D
author2 STATISTICS & APPLIED PROBABILITY
author_facet STATISTICS & APPLIED PROBABILITY
WEN JUN
format Theses and Dissertations
author WEN JUN
author_sort WEN JUN
title ON HIGH-DIMENSIONAL COVARIANCE MATRICES ESTIMATION
title_short ON HIGH-DIMENSIONAL COVARIANCE MATRICES ESTIMATION
title_full ON HIGH-DIMENSIONAL COVARIANCE MATRICES ESTIMATION
title_fullStr ON HIGH-DIMENSIONAL COVARIANCE MATRICES ESTIMATION
title_full_unstemmed ON HIGH-DIMENSIONAL COVARIANCE MATRICES ESTIMATION
title_sort on high-dimensional covariance matrices estimation
publishDate 2017
url http://scholarbank.nus.edu.sg/handle/10635/135450
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