Inferring the eigenvalues of covariance matrices from limited, noisy data

類似資料

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