The following pages link to Y. Q. Yin (Q688038):
Displaying 23 items.
- Limit of the smallest eigenvalue of a large dimensional sample covariance matrix (Q688039) (← links)
- Limiting behavior of the eigenvalues of a multivariate F matrix (Q788420) (← links)
- Distributions of class \(L_{\alpha}\) (Q797208) (← links)
- A limit theorem for the eigenvalues of product of two random matrices (Q802234) (← links)
- Limiting behavior of the norm of products of random matrices and two problems of Geman-Hwang (Q1071372) (← links)
- On the limit of the largest eigenvalue of the large dimensional sample covariance matrix (Q1092547) (← links)
- Convergence to the semicircle law (Q1105270) (← links)
- A note on the largest eigenvalue of a large dimensional sample covariance matrix (Q1107209) (← links)
- On limiting spectral distribution of product of two random matrices when the underlying distribution is isotropic (Q1110954) (← links)
- Limiting properties of occurrence/exposure rate and simple risk rate (Q1118960) (← links)
- Necessary and sufficient conditions for almost sure convergence of the largest eigenvalue of a Wigner matrix (Q1123479) (← links)
- Asymptotic representations for quantiles of pooled samples (Q1324550) (← links)
- Limiting spectral distribution for a class of random matrices (Q1819859) (← links)
- (Q3349812) (← links)
- (Q3707099) (← links)
- (Q3713253) (← links)
- (Q3736700) (← links)
- (Q3742481) (← links)
- (Q3774709) (← links)
- Limit Theorem for the Eigenvalues of the Sample Covariance Matrix when the Underlying Distribution is Isotropic (Q3806558) (← links)
- Limit Theorems for the Eigenvalues of a Product of Large Dimensional Random Matrices When the Underlying Distribution is Isotropic (Q3806560) (← links)
- Detection of the number, locations and magnitudes of jumps (Q3817476) (← links)
- On the Limiting Empirical Distribution Function of the Eigenvalues of a Multivariate <i>F</i> Matrix (Q3831861) (← links)
