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Article: On singular values distribution of a matrix large auto-covariance in the ultra-dimensional regime

TitleOn singular values distribution of a matrix large auto-covariance in the ultra-dimensional regime
Authors
Wang, QYao, JJ
KeywordsAuto-covariance matrix
largest eigenvalue
limiting spectral distribution
moment method
singular values
ultra-dimensional data
Issue Date2015
PublisherWorld Scientific Publishing Co. Pte. Ltd. The Journal's web site is located at http://www.worldscinet.com/rmta
Citation
Random Matrices: Theory and Applications, 2015, v. 4, p. article no. 1550015 How to Cite?
DOI: http://dx.doi.org/10.1142/S201032631550015X
Persistent Identifierhttp://hdl.handle.net/10722/231311
ISSN
2010-3263
2023 Impact Factor: 0.9
2023 SCImago Journal Rankings: 0.593
ISI Accession Number ID
WOS:000381053300002

 

DC FieldValueLanguage
dc.contributor.authorWang, Q-
dc.contributor.authorYao, JJ-
dc.date.accessioned2016-09-20T05:22:14Z-
dc.date.available2016-09-20T05:22:14Z-
dc.date.issued2015-
dc.identifier.citationRandom Matrices: Theory and Applications, 2015, v. 4, p. article no. 1550015-
dc.identifier.issn2010-3263-
dc.identifier.urihttp://hdl.handle.net/10722/231311-
dc.languageeng-
dc.publisherWorld Scientific Publishing Co. Pte. Ltd. The Journal's web site is located at http://www.worldscinet.com/rmta-
dc.relation.ispartofRandom Matrices: Theory and Applications-
dc.rightsElectronic version of an article published as [Random Matrices: Theory and Applications, 2015, v. 4, p. article no. 1550015] [10.1142/S201032631550015X] © [copyright World Scientific Publishing Company] [http://www.worldscinet.com/rmta]-
dc.subjectAuto-covariance matrix-
dc.subjectlargest eigenvalue-
dc.subjectlimiting spectral distribution-
dc.subjectmoment method-
dc.subjectsingular values-
dc.subjectultra-dimensional data-
dc.titleOn singular values distribution of a matrix large auto-covariance in the ultra-dimensional regime-
dc.typeArticle-
dc.identifier.emailYao, JJ: jeffyao@hku.hk-
dc.identifier.authorityYao, JJ=rp01473-
dc.description.naturepostprint-
dc.identifier.doi10.1142/S201032631550015X-
dc.identifier.scopuseid_2-s2.0-85081334824-
dc.identifier.hkuros263164-
dc.identifier.volume4-
dc.identifier.spagearticle no. 1550015-
dc.identifier.epagearticle no. 1550015-
dc.identifier.isiWOS:000381053300002-
dc.publisher.placeSingapore-
dc.identifier.issnl2010-3263-

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