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Spectral analysis of the Moore-Penrose inverse of a large dimensional
  sample covariance matrix

Spectral analysis of the Moore-Penrose inverse of a large dimensional sample covariance matrix

21 September 2015
Taras Bodnar
Holger Dette
Nestor Parolya
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Papers citing "Spectral analysis of the Moore-Penrose inverse of a large dimensional sample covariance matrix"

1 / 1 papers shown
Title
Fluctuations of the diagonal entries of a large sample precision matrix
Fluctuations of the diagonal entries of a large sample precision matrix
Nina Dórnemann
Holger Dette
148
1
0
01 Nov 2022
1