Inferring the eigenvalues of covariance matrices from limited, noisy data

Podobne knjige/članki

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