✦ LIBER ✦

How Close is the Sample Covariance Matrix to

✍ Scribed by Roman Vershynin

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Covariance selection by thresholding the

✍ Jiang, Binyan 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 373 KB

A matrix derivation of the asymptotic co

✍ D.G. Nel 📂 Article 📅 1985 🏛 Elsevier Science 🌐 English ⚖ 392 KB

The covariance matrix of ARMA errors in

✍ Jan van der Leeuw 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 463 KB

Limit Theorem for the Eigenvalues of the

✍ Yin, Y. Q.; Krishnaiah, P. R. 📂 Article 📅 1986 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 607 KB

How close is close enough? Defining the

✍ Neal, J 📂 Article 📅 2001 🏛 Lippincott Williams and Wilkins 🌐 English ⚖ 35 KB

On the second-order statistics of the we

✍ Zhengyuan Xu 📂 Article 📅 2003 🏛 IEEE 🌐 English ⚖ 684 KB