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Data analysis / Probability theory / Random matrices / Principal component analysis / Covariance matrix / Wishart distribution / Random matrix / Factor analysis / Canonical correlation / Statistics / Multivariate statistics / Covariance and correlation
Date: 2013-10-02 08:04:04
Data analysis
Probability theory
Random matrices
Principal component analysis
Covariance matrix
Wishart distribution
Random matrix
Factor analysis
Canonical correlation
Statistics
Multivariate statistics
Covariance and correlation

High dimensional statistical inference and random matrices Iain M. Johnstone∗

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