Searched for: subject%3A%22correlation%255C+matrix%22
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Parolya, N. (author), Heiny, Johannes (author), Kurowicka, D. (author)
Consider a random vector y = Σ <sup>1/2</sup> x, where the p elements of the vector x are i.i.d. real-valued random variables with zero mean and finite fourth moment, and Σ <sup>1/2</sup> is a deterministic p × p matrix such that the eigenvalues of the population correlation matrix R of y are uniformly bounded away from zero and infinity. In...
journal article 2024
Maree, S.C. (author)
bachelor thesis 2012