Inferring the eigenvalues of covariance matrices from limited, noisy data

Lignende værker

• Central limit theorem for the spiked eigenvalues of separable sample covariance matrices
  af: Zhang, Bo
  Udgivet: (2017)
• Universality for the largest eigenvalue of sample covariance matrices with general population
  af: Bao, Zhigang, et al.
  Udgivet: (2015)
• Eigenvalues of matrices /
  af: 346065 Chatelin, Francoise, et al.
  Udgivet: (1993)
• Free Probability, Sample Covariance Matrices and Stochastic Eigen-Inference
  af: Edelman, Alan, et al.
  Udgivet: (2005)
• Robust inference on parameters via particle filters and sandwich covariance matrices
  af: Shephard, N, et al.
  Udgivet: (2012)