Inferring the eigenvalues of covariance matrices from limited, noisy data

Παρόμοια τεκμήρια

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