High-Dimensional Covariance Matrix Estimation by Aygul Zagidullina
Author:Aygul Zagidullina
Language: eng
Format: epub
ISBN: 9783030800659
Publisher: Springer International Publishing
4.2 Sample Eigenvalues
Under high-dimensional asymptotics, two different cases are considered with regard to the behavior of the sample eigenvalues: the bulk, which refers to the properties of the full set of sample eigenvalues λ n,1, â¦, λ n,p, and the extremes, which address the largest and smallest eigenvalues.
Moreover, there is a distinction between the null and non-null cases. The null case refers to the situation when the extreme eigenvalues are packed together with the bulk or the majority of the eigenvalues. The non-null case describes the situation when the extreme eigenvalues are separated from the bulk and do not follow the limiting laws that are valid for the null case.
Download
This site does not store any files on its server. We only index and link to content provided by other sites. Please contact the content providers to delete copyright contents if any and email us, we'll remove relevant links or contents immediately.
Weapons of Math Destruction by Cathy O'Neil(5015)
Factfulness: Ten Reasons We're Wrong About the World – and Why Things Are Better Than You Think by Hans Rosling(3996)
Factfulness_Ten Reasons We're Wrong About the World_and Why Things Are Better Than You Think by Hans Rosling(2745)
Descartes' Error by Antonio Damasio(2718)
A Mind For Numbers: How to Excel at Math and Science (Even If You Flunked Algebra) by Barbara Oakley(2674)
TCP IP by Todd Lammle(2615)
Applied Predictive Modeling by Max Kuhn & Kjell Johnson(2460)
Fooled by Randomness: The Hidden Role of Chance in Life and in the Markets by Nassim Nicholas Taleb(2399)
The Book of Numbers by Peter Bentley(2392)
The Tyranny of Metrics by Jerry Z. Muller(2383)
The Great Unknown by Marcus du Sautoy(2170)
Once Upon an Algorithm by Martin Erwig(2135)
Easy Algebra Step-by-Step by Sandra Luna McCune(2104)
Practical Guide To Principal Component Methods in R (Multivariate Analysis Book 2) by Alboukadel Kassambara(2081)
Lady Luck by Kristen Ashley(2058)
Police Exams Prep 2018-2019 by Kaplan Test Prep(2018)
Linear Time-Invariant Systems, Behaviors and Modules by Ulrich Oberst & Martin Scheicher & Ingrid Scheicher(1977)
All Things Reconsidered by Bill Thompson III(1950)
Secrets of Creation, Volume 1: The Mystery of the Prime Numbers by Watkins Matthew(1853)