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- W3155113893 abstract "Limit spectral theory of sample covariance matrices of increasing dimension was recently used as a base for the development of improved non-degenerating methods of multivariate statistical analysis. We present results of a numerical investigation of fundamental relations of this theory (of the “canonical equations”) that thus prove the accuracy of asymptotic relations, find boundaries of the applicability, and the rate of decrease of the remainder terms. The distribution free property of quality functionals for regularized statistical procedures is confirmed experimentally. We show that theoretical upper estimates of the asymptotics remainder terms are 10-100 times overstated." @default.
- W3155113893 created "2021-04-26" @default.
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- W3155113893 date "2002-06-01" @default.
- W3155113893 modified "2023-09-26" @default.
- W3155113893 title "Spectra of Large-Dimensional Sample Covariance Matrices" @default.
- W3155113893 hasPublicationYear "2002" @default.
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