Characteristic polynomials of sample covariance matrices: The non-square case

Characteristic polynomials of sample covariance matrices: The non-square case

Bibliographic Details
Main Author: Kösters Holger
Format: Article
Language:English
Published: De Gruyter 2010-08-01
Series:Open Mathematics
Subjects:
15a52
random matrices
characteristic polynomials
bessel functions
Online Access:https://doi.org/10.2478/s11533-010-0035-2
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spelling doaj-8eb44e2c91164d918166badb3da11a0d2021-09-06T19:22:50ZengDe GruyterOpen Mathematics2391-54552010-08-018476377910.2478/s11533-010-0035-2Characteristic polynomials of sample covariance matrices: The non-square caseKösters Holger0Faculty of Mathematics, University of Bielefeld, Bielefeld, Germanyhttps://doi.org/10.2478/s11533-010-0035-215a52random matricescharacteristic polynomialsbessel functions
collection DOAJ
language English
format Article
sources DOAJ
author Kösters Holger
spellingShingle Kösters Holger
Characteristic polynomials of sample covariance matrices: The non-square case
Open Mathematics
15a52
random matrices
characteristic polynomials
bessel functions
author_facet Kösters Holger
author_sort Kösters Holger
title Characteristic polynomials of sample covariance matrices: The non-square case
title_short Characteristic polynomials of sample covariance matrices: The non-square case
title_full Characteristic polynomials of sample covariance matrices: The non-square case
title_fullStr Characteristic polynomials of sample covariance matrices: The non-square case
title_full_unstemmed Characteristic polynomials of sample covariance matrices: The non-square case
title_sort characteristic polynomials of sample covariance matrices: the non-square case
publisher De Gruyter
series Open Mathematics
issn 2391-5455
publishDate 2010-08-01
topic 15a52
random matrices
characteristic polynomials
bessel functions
url https://doi.org/10.2478/s11533-010-0035-2
work_keys_str_mv AT kostersholger characteristicpolynomialsofsamplecovariancematricesthenonsquarecase
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