Sufficient ensemble size for random matrix theory-based handling of singular covariance matrices (2020)

First Author: Kabán A

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1142/s0219530520400072

Publication URI: http://dx.doi.org/10.1142/s0219530520400072

Type: Journal Article/Review

Parent Publication: Analysis and Applications

Issue: 05