Video library: Pavel Yaskov, Limit of the smallest eigenvalue of a large dimensional sample covariance matrix for spherical and related distributions

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5th International Conference on Stoсhastic Methods 2020
November 23, 2020 11:50–12:20, Steklov Mathematical Institute of RAS, PFUR, Moscow, online

Limit of the smallest eigenvalue of a large dimensional sample covariance matrix for spherical and related distributions

Pavel Yaskov