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Canonical spectral equation for empirical covariance matrices
Ukrainian Mathematical Journal
◽
10.1007/bf01057509
◽
1995
◽
Vol 47
(9)
◽
pp. 1341-1355
Author(s):
V. L. Girko
Keyword(s):
Covariance Matrices
◽
Spectral Equation
◽
Empirical Covariance
Download Full-text
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Canonical spectral equation for the eigenvalues of empirical covariance matrices
Probability Theory and Mathematical Statistics
◽
10.1515/9783112319321-018
◽
1994
◽
pp. 313-336
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On the convergence of the extremal eigenvalues of empirical covariance matrices with dependence
Probability Theory and Related Fields
◽
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◽
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Vol 170
(3-4)
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Canonical equation for the resolvent of empirical covariance matrices pencil
Multidimensional Statistical Analysis and Theory of Random Matrices
◽
10.1515/9783110916690-007
◽
1996
◽
pp. 41-60
Author(s):
V. L. Girko
◽
A. K. Gupta
Keyword(s):
Covariance Matrices
◽
Canonical Equation
◽
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Limit Theorems for the Eigenvalues of Empirical Covariance Matrices
Statistical Analysis of Observations of Increasing Dimension
◽
10.1007/978-94-015-8567-5_4
◽
1995
◽
pp. 122-170
Author(s):
Vyacheslav L. Girko
Keyword(s):
Limit Theorems
◽
Covariance Matrices
◽
Empirical Covariance
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Stochastic Canonical Equation K 41 for Normalized Spectral Functions of Empirical Covariance Matrices
Theory of Stochastic Canonical Equations
◽
10.1007/978-94-010-0989-8_41
◽
2001
◽
pp. 622-625
Author(s):
Vyacheslav L. Girko
Keyword(s):
Covariance Matrices
◽
Canonical Equation
◽
Spectral Functions
◽
Empirical Covariance
◽
K 41
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On the sharpness of asymptotic expressions for the spectral functions of empirical covariance matrices
Russian Mathematical Surveys
◽
10.1070/rm1994v049n05abeh002443
◽
1994
◽
Vol 49
(5)
◽
pp. 187-188
Author(s):
V I Serdobol'skii
Keyword(s):
Covariance Matrices
◽
Spectral Functions
◽
Asymptotic Expressions
◽
Empirical Covariance
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Strong Law for the eigenvalues of empirical covariance matrices
Multidimensional Statistical Analysis and Theory of Random Matrices
◽
10.1515/9783110916690-008
◽
1996
◽
pp. 61-92
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V. L. Girko
Keyword(s):
Covariance Matrices
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◽
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Canonical equation for the resolvent of empirical covariance matrices
Random Operators and Stochastic Equations
◽
10.1515/rose.1996.4.1.61
◽
1996
◽
Vol 4
(1)
◽
Author(s):
V. L. GIRKO
Keyword(s):
Covariance Matrices
◽
Canonical Equation
◽
Empirical Covariance
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General equation for the eigenvalues of empirical covariance matrices II
Random Operators and Stochastic Equations
◽
10.1515/rose.1994.2.2.175
◽
1994
◽
Vol 2
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◽
Cited By ~ 1
Author(s):
V. L. GIRKO
Keyword(s):
General Equation
◽
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◽
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Reduced order modeling for load aggregation based on empirical covariance matrices
2015 5th International Conference on Electric Utility Deregulation and Restructuring and Power Technologies (DRPT)
◽
10.1109/drpt.2015.7432332
◽
2015
◽
Author(s):
Gang Zhang
◽
Zhengchun Du
◽
Chongtao Li
◽
Yu Ni
Keyword(s):
Reduced Order Modeling
◽
Covariance Matrices
◽
Reduced Order
◽
Empirical Covariance
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