机译:基于合奏的经验协方差矩阵特征向量误差的估计值
Department of Mathematics, University at Buffalo, State University of New York, Buffalo, NY 14260, USA;
Department of Applied Mathematics, University of Colorado, Boulder, CO 80309, USA;
Department of Electrical, Computer and Energy Engineering, University of Colorado, Boulder, CO 80309, USA;
Eigenvector; Graphical models; variance covariance matrixCovariance matrixeigenvalues;
机译:Levy matrices和Financial Covariances