Numerical Methods for Empirical Covariance Matrix Analysis - PowerPoint Presentation

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Uploaded On 2017-07-27

Numerical Methods for Empirical Covariance Matrix Analysis - PPT Presentation

Miriam Huntley SEAS Harvard University May 15 2013 18338 Course Project RMT Real World Data When it comes to RMT in the real world we know close to nothing Prof Alan Edelman last week ID: 573509

matrix covariance matrices distribution covariance matrix distribution matrices empirical data spectral large random dimensional eigenvalues true general rmt real

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