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Estimating the covariance of random matrices
Pierre Youssef
Mathematics
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peer-review
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Mathematics
Covariance matrix
30%
Estimate
15%
Largest Eigenvalue
36%
Law of large numbers
38%
Log-concave
40%
Positive Semidefinite Matrix
39%
Random Matrices
100%
Random Vector
32%
Regularity
23%
Smallest Eigenvalue
38%
Verify
27%
Business & Economics
Covariance Matrix
27%
Law of Large numbers
37%
Matrix
88%
Regularity
25%