Strong convergence of ESD for the generalized sample covariance matrices when \(p/n \rightarrow 0\) (Q433567): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.spl.2012.01.012 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2041833447 / rank
 
Normal rank
Property / cites work
 
Property / cites work: No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence to the semicircle law / rank
 
Normal rank
Property / cites work
 
Property / cites work: The limiting spectral distribution of the product of the Wigner matrix and a nonnegative definite matrix / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Cubic Law, the Ivariance Principle, and related topics in the theory of analytic functions of random matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic properties of large random matrices with independent entries / rank
 
Normal rank
Property / cites work
 
Property / cites work: DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES / rank
 
Normal rank
Property / cites work
 
Property / cites work: Central Limit Theorem for linear eigenvalue statistics of the Wigner and sample covariance random matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Characteristic vectors of bordered matrices with infinite dimensions / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 11:13, 5 July 2024

scientific article
Language Label Description Also known as
English
Strong convergence of ESD for the generalized sample covariance matrices when \(p/n \rightarrow 0\)
scientific article

    Statements

    Strong convergence of ESD for the generalized sample covariance matrices when \(p/n \rightarrow 0\) (English)
    0 references
    0 references
    5 July 2012
    0 references
    0 references
    sample covariance matrix
    0 references
    Stieltjes transform
    0 references
    limiting spectral distribution
    0 references
    0 references