Comparison of simulation methods in the estimation of the ordered characteristic roots of a random covariance matrix

Autor: Vesna Lužar, Ingram Olkin
Rok vydání: 1991
Zdroj: Contemporary Mathematics. :189-202
ISSN: 1098-3627
0271-4132
DOI: 10.1090/conm/115/1117056
Databáze: OpenAIRE