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Eigenvalues and eigenvectors of heavy-tailed sample covariance matrices with general growth rates: the iid case.
Johannes Heiny,
Thomas Valentin Mikosch
Institut for Matematiske Fag
5
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Alfabetisk
Matematik
Sample Covariance Matrix
100%
Eigenvalues and Eigenvectors
91%
Largest Eigenvalue
88%
Time series
47%
Inhomogeneous Poisson Process
40%
Autocovariance
35%
Canonical Basis
34%
Regular Variation
33%
Converge
33%
Point Process
27%
Large Deviations
26%
Weak Convergence
25%
Eigenvector
24%
Directly proportional
23%
Sample Size
20%
Valid
19%
Asymptotic Behavior
19%
Random variable
18%
Moment
18%
Infinity
18%
Imply
16%
Eigenvalue
16%
Polynomial
14%
Teknik og materialevidenskab
Eigenvalues and eigenfunctions
84%
Covariance matrix
82%
Time series
46%
Random variables
27%
Polynomials
20%