Abstract
Consider a sample \( \chi = \left\{ {{x_m}} \right\} \) of size N from a population with the covariance matrix ∑ = cov (x, x), random Gram matrix S and sample covariance matrix C of the form
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© 2000 Springer Science+Business Media New York
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Serdobolskii, V. (2000). Resolvents and Spectral Functions of Large Sample Covariance Matrices. In: Multivariate Statistical Analysis. Theory and Decision Library, vol 41. Springer, Dordrecht. https://doi.org/10.1007/978-94-015-9468-4_3
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DOI: https://doi.org/10.1007/978-94-015-9468-4_3
Publisher Name: Springer, Dordrecht
Print ISBN: 978-90-481-5593-4
Online ISBN: 978-94-015-9468-4
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