Canonical spectral equation for empirical covariance matrices
We study asymptotic properties of normalized spectral functions of empirical covariance matrices in the case of a nonnormal population. It is shown that the Stieltjes transforms of such functions satisfy a socalled canonical spectral equation.
Gespeichert in:
| Datum: | 1995 |
|---|---|
| Hauptverfasser: | , |
| Format: | Artikel |
| Sprache: | Ukrainisch Englisch |
| Veröffentlicht: |
Institute of Mathematics, NAS of Ukraine
1995
|
| Online Zugang: | https://umj.imath.kiev.ua/index.php/umj/article/view/5517 |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
| Назва журналу: | Ukrains’kyi Matematychnyi Zhurnal |
| Завантажити файл: |  |
Institution
Ukrains’kyi Matematychnyi Zhurnal| _version_ | 1860511747252682752 |
|---|---|
| author | Girko, V. L. Гірко, В. Л. |
| author_facet | Girko, V. L. Гірко, В. Л. |
| author_sort | Girko, V. L. |
| baseUrl_str | https://umj.imath.kiev.ua/index.php/umj/oai |
| collection | OJS |
| datestamp_date | 2020-03-19T09:12:37Z |
| description | We study asymptotic properties of normalized spectral functions of empirical covariance matrices in the case of a nonnormal population. It is shown that the Stieltjes transforms of such functions satisfy a socalled canonical spectral equation. |
| first_indexed | 2026-03-24T03:17:48Z |
| format | Article |
| fulltext |
0024
0025
0026
0027
0028
0029
0001
0002
0003
0004
0005
0006
0007
0008
0009
|
| id | umjimathkievua-article-5517 |
| institution | Ukrains’kyi Matematychnyi Zhurnal |
| keywords_txt_mv | keywords |
| language | Ukrainian English |
| last_indexed | 2026-03-24T03:17:48Z |
| publishDate | 1995 |
| publisher | Institute of Mathematics, NAS of Ukraine |
| record_format | ojs |
| resource_txt_mv | umjimathkievua/fa/8a53d4ecccb0d0cb14953763ed4772fa.pdf |
| spelling | umjimathkievua-article-55172020-03-19T09:12:37Z Canonical spectral equation for empirical covariance matrices Канонічне спектральне рівняння для емпіричних коваріаційних матриць Girko, V. L. Гірко, В. Л. We study asymptotic properties of normalized spectral functions of empirical covariance matrices in the case of a nonnormal population. It is shown that the Stieltjes transforms of such functions satisfy a socalled canonical spectral equation. За загальних умов одержано канонічне рівняння для елементів емпіричних коваріаційних матриць. Institute of Mathematics, NAS of Ukraine 1995-09-25 Article Article application/pdf https://umj.imath.kiev.ua/index.php/umj/article/view/5517 Ukrains’kyi Matematychnyi Zhurnal; Vol. 47 No. 9 (1995); 1176–1189 Український математичний журнал; Том 47 № 9 (1995); 1176–1189 1027-3190 uk en https://umj.imath.kiev.ua/index.php/umj/article/view/5517/7722 https://umj.imath.kiev.ua/index.php/umj/article/view/5517/7723 Copyright (c) 1995 Girko V. L. |
| spellingShingle | Girko, V. L. Гірко, В. Л. Canonical spectral equation for empirical covariance matrices |
| title | Canonical spectral equation for empirical covariance matrices |
| title_alt | Канонічне спектральне рівняння для емпіричних коваріаційних матриць |
| title_full | Canonical spectral equation for empirical covariance matrices |
| title_fullStr | Canonical spectral equation for empirical covariance matrices |
| title_full_unstemmed | Canonical spectral equation for empirical covariance matrices |
| title_short | Canonical spectral equation for empirical covariance matrices |
| title_sort | canonical spectral equation for empirical covariance matrices |
| url | https://umj.imath.kiev.ua/index.php/umj/article/view/5517 |
| work_keys_str_mv | AT girkovl canonicalspectralequationforempiricalcovariancematrices AT gírkovl canonicalspectralequationforempiricalcovariancematrices AT girkovl kanoníčnespektralʹnerívnânnâdlâempíričnihkovaríacíjnihmatricʹ AT gírkovl kanoníčnespektralʹnerívnânnâdlâempíričnihkovaríacíjnihmatricʹ |