搜索结果: 1-1 共查到“理论统计学 Wishart Matrices”相关记录1条 . 查询时间(0.078 秒)
Statistical eigen-inference from large Wishart matrices
Sample covariance matrices random matrix theory Wishartmatrices second order freeness free probability
2010/4/26
We consider settings where the observations are drawn from a zero-mean multivariate
(real or complex) normal distribution with the population covariance matrix
having eigenvalues of arbitrary multip...