Spectral analysis of the Moore-Penrose inverse of a large dimensional sample covariance matrix.

Taras Bodnar Holger Dette Nestor Parolya

Published in: J. Multivar. Anal. (2016)

Keyphrases

spectral analysis
moore penrose
pseudo inverse
neural network
covariance matrix
spectral methods
ridge regression
autoregressive
filter bank
speech signal
natural images
graph laplacian
least squares
high dimensional
multiscale
heart rate variability
information retrieval