Eigenvectors of some large sample covariance matrix ensembles (Q644783): Difference between revisions

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+.3010
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+Convergence rate of expected spectral distributions of large random matrices. II: Sample covariance matrices
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+Q4267666
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+On asymptotics of eigenvectors of large sample covariance matrix
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+On the empirical distribution of eigenvalues of a class of large dimensional random matrices
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+No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices
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+Exact separation of eigenvalues of large dimensional sample covariance matrices
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+CLT for linear spectral statistics of large-dimensional sample covariance matrices.
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+Q3551026
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+Limit of the smallest eigenvalue of a large dimensional sample covariance matrix
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+Regularized estimation of large covariance matrices
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+Analysis of the limiting spectral distribution of large dimensional random matrices
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+Spectrum estimation for large dimensional covariance matrices using random matrix theory
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+Spectral Analysis of Networks with Random Topologies
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+On the distribution of the largest eigenvalue in principal components analysis
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+A limit theorem for the eigenvalues of product of two random matrices
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+Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
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+A well-conditioned estimator for large-dimensional covariance matrices
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+DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
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+Central limit theorem for signal-to-interference ratio of reduced rank linear receiver
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+Universality results for the largest eigenvalues of some sample covariance matrix ensembles
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+Some limit theorems on the eigenvectors of large dimensional sample covariance matrices
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+On the eigenvectors of large dimensional sample covariance matrices
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+Weak convergence of random functions defined by the eigenvectors of sample covariance matrices
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+Strong convergence of the empirical distribution of eigenvalues of large dimensional random matrices
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+The strong limits of random matrix spectra for sample matrices of independent elements
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+Limiting spectral distribution for a class of random matrices
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