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Statistical Analysis of Observations of Increasing Dimension
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Published By Springer Netherlands
9789048144136, 9789401585675
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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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The Canonical Equations C1, ... , C3 for the Empirical Covariance Matrix
Statistical Analysis of Observations of Increasing Dimension
◽
10.1007/978-94-015-8567-5_3
◽
1995
◽
pp. 58-121
Author(s):
Vyacheslav L. Girko
Keyword(s):
Covariance Matrix
◽
Empirical Covariance
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Statistical Estimators for Solutions of Systems of Linear Algebraic Equations
Statistical Analysis of Observations of Increasing Dimension
◽
10.1007/978-94-015-8567-5_6
◽
1995
◽
pp. 213-277
Author(s):
Vyacheslav L. Girko
Keyword(s):
Algebraic Equations
◽
Linear Algebraic Equations
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Introduction to General Statistical Analysis
Statistical Analysis of Observations of Increasing Dimension
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10.1007/978-94-015-8567-5_1
◽
1995
◽
pp. 1-31
Author(s):
Vyacheslav L. Girko
Keyword(s):
Statistical Analysis
◽
General Statistical
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G2-estimator for the Stieltjes Transform of the Normalized Spectral Function of Covariance Matrices
Statistical Analysis of Observations of Increasing Dimension
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10.1007/978-94-015-8567-5_5
◽
1995
◽
pp. 171-212
Author(s):
Vyacheslav L. Girko
Keyword(s):
Spectral Function
◽
Covariance Matrices
◽
Stieltjes Transform
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Limit Theorems for the Empirical Generalized Variance
Statistical Analysis of Observations of Increasing Dimension
◽
10.1007/978-94-015-8567-5_2
◽
1995
◽
pp. 32-57
Author(s):
Vyacheslav L. Girko
Keyword(s):
Limit Theorems
◽
Generalized Variance
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