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The application of spectral distribution of product of two random matrices in the factor analysis 期刊论文
SCIENCE IN CHINA SERIES A-MATHEMATICS, 2007, 卷号: 50, 期号: 9, 页码: 1303-1315
作者:  Jin, Bai-suo;  Miao, Bai-qi;  Ye, Wu-ye;  Wu, Zhen-xiang
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limiting spectral distribution  product of random matrices  large dimensional random matrices  factor number  time series