Asymptotic properties of eigenmatrices of a large sample covariance matrix (Q655590): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.0086
@@ Property / arXiv ID: 1201.0086 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5808640
@@ Property / cites work: Q5808640 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4267666
@@ Property / cites work: Q4267666 / rank @@
+Normal rank
@@ Property / cites work @@
+No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices
+Normal rank
@@ Property / cites work @@
+CLT for linear spectral statistics of large-dimensional sample covariance matrices.
+Normal rank
@@ Property / cites work @@
+ENHANCEMENT OF THE APPLICABILITY OF MARKOWITZ'S PORTFOLIO OPTIMIZATION BY UTILIZING RANDOM MATRIX THEORY
+Normal rank
@@ Property / cites work @@
+On asymptotics of eigenvectors of large sample covariance matrix
+Normal rank
@@ Property / cites work @@
+Q4836494
@@ Property / cites work: Q4836494 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5804555
@@ Property / cites work: Q5804555 / rank @@
+Normal rank
@@ Property / cites work @@
+Large system performance of linear multiuser receivers in multipath fading channels
+Normal rank
@@ Property / cites work @@
+DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
+Normal rank
@@ Property / cites work @@
+Describing the Behavior of Eigenvectors of Random Matrices Using Sequences of Measures on Orthogonal Groups
+Normal rank
@@ Property / cites work @@
+Some limit theorems on the eigenvectors of large dimensional sample covariance matrices
+Normal rank
@@ Property / cites work @@
+On the eigenvectors of large dimensional sample covariance matrices
+Normal rank
@@ Property / cites work @@
+Weak convergence of random functions defined by the eigenvectors of sample covariance matrices
+Normal rank
@@ Property / cites work @@
+The strong limits of random matrix spectra for sample matrices of independent elements
+Normal rank
@@ Property / cites work @@
+Limiting spectral distribution for a class of random matrices
+Normal rank