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Polynomial Expression for Distribution of the Smallest Eigenvalue of Wishart Matrices.
Haochuan Zhang
Fangfang Niu
Hongwen Yang
Xin Zhang
Dacheng Yang
Published in:
VTC Fall (2008)
Keyphrases
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positive definite
covariance matrix
perturbation theory
uniformly distributed
gaussian distribution
data sets
probability distribution
symmetric matrix
eigenvalue problems
least squares
objective function
random variables
power law
correlation matrix