Simple and exact extreme eigenvalue distributions of finite Wishart matrices.

Wensheng Zhang Pavel Zheltov Giuseppe Thadeu Freitas de Abreu

Published in: IET Commun. (2015)

Keyphrases

covariance matrix
covariance matrices
probability distribution
least squares
data sets
genetic algorithm
similarity measure
semi supervised
gaussian distribution
power law
computationally simple
eigenvalue problems