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Multivariate statistics / Singular value decomposition / Matrix theory / Matrix / Principal component analysis / Spectral density / Multivariate random variable / State space / Spectral theorem / Statistics / Algebra / Mathematics
Date: 2004-04-28 03:12:16
Multivariate statistics
Singular value decomposition
Matrix theory
Matrix
Principal component analysis
Spectral density
Multivariate random variable
State space
Spectral theorem
Statistics
Algebra
Mathematics

Estimating the rank of the spectral density matrix

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