منابع مشابه
Asymptotic Properties of Eigenmatrices of a Large Sample Covariance Matrix By
Let Sn = 1 nXnX∗ n where Xn = {Xij } is a p × n matrix with i.i.d. complex standardized entries having finite fourth moments. Let Yn(t1, t2, σ ) = √ p(xn(t1)∗(Sn + σI)−1xn(t2)− xn(t1)∗xn(t2)mn(σ )) in which σ > 0 and mn(σ)= ∫ dFyn (x) x+σ where Fyn(x) is the Marčenko–Pastur law with parameter yn = p/n; which converges to a positive constant as n→∞, and xn(t1) and xn(t2) are unit vectors in Cp ,...
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For a square (0, 1,−1) sign pattern matrix S, denote the qualitative class of S by Q(S). In this paper, we investigate the relationship between sign patterns and matrices that diagonalise an irreducible nonnegative matrix. We explicitly describe the sign patterns S such that every matrix in Q(S) diagonalises some irreducible nonnegative matrix. Further, we characterise the sign patterns S such ...
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In this paper, by conditioning on the matrix variate normal distribution (MVND) the construction of the matrix t-type family is considered, thus providing a new perspective of this family. Some important statistical characteristics are given. The presented t-type family is an extension to the work of Dickey [8]. A Bayes estimator for the column covariance matrix &Sigma of MVND is derived under ...
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ژورنال
عنوان ژورنال: Linear Algebra and its Applications
سال: 1997
ISSN: 0024-3795
DOI: 10.1016/s0024-3795(96)00168-1