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On the distribution of the ratio of the largest eigenvalue to the trace of a Wishart matrix.
Boaz Nadler
Published in:
J. Multivar. Anal. (2011)
Keyphrases
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positive definite
covariance matrix
perturbation theory
probability distribution
laplace transform
neural network
random variables
correlation matrix
spatial distribution
power law
support vector
least squares
sufficient conditions
kernel function
linear algebra