On the singular value distribution of large-dimensional data matrices whose columns have different correlations
Work
Year: 2020
Type: article
Abstract: Suppose Yn=(y1,…,yn) is a p×n data matrix whose columns yj,1≤j≤n have different correlations. The asymptotic spectral property of Sn=(1/n)YnYn∗ when p increases with n has recently been considered by ... more
Source: Statistics
Author Yanqing Yin
Institution Jiangsu Normal University
Cites: 27
Cited by:
Related to: 10
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Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green