A Lanczos-Based Algorithmic Approach for Spike Detection in Large Sample Covariance Matrices

Fuente: arXiv

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Bibliographic Details
Main Authors:	Younes, Charbel Abi, Ding, Xiucai, Trogdon, Thomas
Format:	Preprint
Published:	2025
Subjects:	Statistics Theory Probability Computation 60B20, 42C05, 62G07
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2504.03066