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1. Numerical simulation for functions of sample covariance matrices.

Author

Serdobolskii, V. and Glusker, A.

Subjects
COMPUTER simulation, COVARIANCE matrices, STATISTICAL sampling, SPECTRAL theory, MATHEMATICAL analysis, NUMERICAL analysis, MATHEMATICAL functions
Abstract

In this paper, the numerical simulation method is used to study spectral properties of sample covariance matrices. [ABSTRACT FROM AUTHOR]

Published
2013
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