Random matrix theory in statistics: a review (Q2453609): Difference between revisions

@@ Property / describes a project that uses @@
+glasso
@@ Property / describes a project that uses: glasso / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+scout
@@ Property / describes a project that uses: scout / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+PMA
@@ Property / describes a project that uses: PMA / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2012713405
@@ Property / OpenAlex ID: W2012713405 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3090056
@@ Property / cites work: Q3090056 / rank @@
+Normal rank
@@ Property / cites work @@
+High-dimensional analysis of semidefinite relaxations for sparse principal components
+Normal rank
@@ Property / cites work @@
+A CLT for a band matrix model
@@ Property / cites work: A CLT for a band matrix model / rank @@
+Normal rank
@@ Property / cites work @@
+Q3796553
@@ Property / cites work: Q3796553 / rank @@
+Normal rank
@@ Property / cites work @@
+On the asymptotic distribution of the eigenvalues of random matrices
+Normal rank
@@ Property / cites work @@
+On Wigner's semicircle law for the eigenvalues of random matrices
+Normal rank
@@ Property / cites work @@
+Poisson convergence for the largest eigenvalues of heavy tailed random matrices
+Normal rank
@@ Property / cites work @@
+Inferential Theory for Factor Models of Large Dimensions
+Normal rank
@@ Property / cites work @@
+Determining the Number of Factors in Approximate Factor Models
+Normal rank
@@ Property / cites work @@
+Convergence rate of expected spectral distributions of large random matrices. I: Wigner matrices
+Normal rank
@@ Property / cites work @@
+Convergence rate of expected spectral distributions of large random matrices. II: Sample covariance matrices
+Normal rank
@@ Property / cites work @@
+Q4267666
@@ Property / cites work: Q4267666 / rank @@
+Normal rank
@@ Property / cites work @@
+ON ESTIMATION OF THE POPULATION SPECTRAL DISTRIBUTION FROM A HIGH‐DIMENSIONAL SAMPLE COVARIANCE MATRIX
+Normal rank
@@ Property / cites work @@
+Convergence of the empirical spectral distribution function of beta matrices
+Normal rank
@@ Property / cites work @@
+Corrections to LRT on large-dimensional covariance matrix by RMT
+Normal rank
@@ Property / cites work @@
+Asymptotic properties of eigenmatrices of a large sample covariance matrix
+Normal rank
@@ Property / cites work @@
+On asymptotics of eigenvectors of large sample covariance matrix
+Normal rank
@@ Property / cites work @@
+A note on the convergence rate of the spectral distributions of large random matrices
+Normal rank
@@ Property / cites work @@
+Remarks on the convergence rate of the spectral distributions of Wigner matrices
+Normal rank
@@ Property / cites work @@
+Q2720362
@@ Property / cites work: Q2720362 / rank @@
+Normal rank
@@ Property / cites work @@
+Convergence Rates of Spectral Distributions of Large Sample Covariance Matrices
+Normal rank
@@ Property / cites work @@
+Q4882268
@@ Property / cites work: Q4882268 / 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 @@
+Exact separation of eigenvalues 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 @@
+On the signal-to-interference ratio of CDMA systems in wireless communications
+Normal rank
@@ Property / cites work @@
+NO EIGENVALUES OUTSIDE THE SUPPORT OF THE LIMITING SPECTRAL DISTRIBUTION OF INFORMATION-PLUS-NOISE TYPE MATRICES
+Normal rank
@@ Property / cites work @@
+A note on the largest eigenvalue of a large dimensional sample covariance matrix
+Normal rank
@@ Property / cites work @@
+CLT for linear spectral statistics of Wigner matrices
+Normal rank
@@ Property / cites work @@
+Functional CLT for sample covariance matrices
@@ Property / cites work: Functional CLT for sample covariance matrices / rank @@
+Normal rank
@@ Property / cites work @@
+On the convergence of the spectral empirical process of Wigner matrices
+Normal rank
@@ Property / cites work @@
+On sample eigenvalues in a generalized spiked population model
+Normal rank
@@ Property / cites work @@
+Convergence to the semicircle law
@@ Property / cites work: Convergence to the semicircle law / rank @@
+Normal rank
@@ Property / cites work @@
+Necessary and sufficient conditions for almost sure convergence of the largest eigenvalue of a Wigner matrix
+Normal rank
@@ Property / cites work @@
+Limit of the smallest eigenvalue of a large dimensional sample covariance matrix
+Normal rank
@@ Property / cites work @@
+Semicircle Law for Hadamard Products
@@ Property / cites work: Semicircle Law for Hadamard Products / rank @@
+Normal rank
@@ Property / cites work @@
+Q3502462
@@ Property / cites work: Q3502462 / rank @@
+Normal rank
@@ Property / cites work @@
+Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
+Normal rank
@@ Property / cites work @@
+Eigenvalues of large sample covariance matrices of spiked population models
+Normal rank
@@ Property / cites work @@
+Random matrix ensembles with an effective extensive external charge
+Normal rank
@@ Property / cites work @@
+Strong convergence of ESD for the generalized sample covariance matrices when \(p/n \rightarrow 0\)
+Normal rank
@@ Property / cites work @@
+Tracy-Widom law for the extreme eigenvalues of sample correlation matrices
+Normal rank
@@ Property / cites work @@
+Universality of local eigenvalue statistics for some sample covariance matrices
+Normal rank
@@ Property / cites work @@
+Fluctuations of the extreme eigenvalues of finite rank deformations of random matrices
+Normal rank
@@ Property / cites work @@
+Large deviations of the extreme eigenvalues of random deformations of matrices
+Normal rank
@@ Property / cites work @@
+The eigenvalues and eigenvectors of finite, low rank perturbations of large random matrices
+Normal rank
@@ Property / cites work @@
+Performance of Statistical Tests for Single-Source Detection Using Random Matrix Theory
+Normal rank
@@ Property / cites work @@
+Some theory for Fisher's linear discriminant function, `naive Bayes', and some alternatives when there are many more variables than observations
+Normal rank
@@ Property / cites work @@
+Covariance regularization by thresholding
@@ Property / cites work: Covariance regularization by thresholding / rank @@
+Normal rank
@@ Property / cites work @@
+Regularized estimation of large covariance matrices
+Normal rank
@@ Property / cites work @@
+Minimax bounds for sparse PCA with noisy high-dimensional data
+Normal rank
@@ Property / cites work @@
+On the top eigenvalue of heavy-tailed random matrices
+Normal rank
@@ Property / cites work @@
+Characterization of Chaotic Quantum Spectra and Universality of Level Fluctuation Laws
+Normal rank
@@ Property / cites work @@
+Another look at the moment method for large dimensional random matrices
+Normal rank
@@ Property / cites work @@
+Theory of Financial Risk and Derivative Pricing
@@ Property / cites work: Theory of Financial Risk and Derivative Pricing / rank @@
+Normal rank
@@ Property / cites work @@
+Q3105281
@@ Property / cites work: Q3105281 / rank @@
+Normal rank
@@ Property / cites work @@
+Spectral measure of large random Hankel, Markov and Toeplitz matrices
+Normal rank
@@ Property / cites work @@
+Limiting laws of coherence of random matrices with applications to testing covariance structure and construction of compressed sensing matrices
+Normal rank
@@ Property / cites work @@
+Adaptive Thresholding for Sparse Covariance Matrix Estimation
+Normal rank
@@ Property / cites work @@
+A Direct Estimation Approach to Sparse Linear Discriminant Analysis
+Normal rank
@@ Property / cites work @@
+A Constrained<i>ℓ</i><sub>1</sub>Minimization Approach to Sparse Precision Matrix Estimation
+Normal rank
@@ Property / cites work @@
+Sparse PCA: optimal rates and adaptive estimation
@@ Property / cites work: Sparse PCA: optimal rates and adaptive estimation / rank @@
+Normal rank
@@ Property / cites work @@
+Adaptive covariance matrix estimation through block thresholding
+Normal rank
@@ Property / cites work @@
+Optimal rates of convergence for covariance matrix estimation
+Normal rank
@@ Property / cites work @@
+Q3145535
@@ Property / cites work: Q3145535 / rank @@
+Normal rank
@@ Property / cites work @@
+The largest eigenvalues of finite rank deformation of large Wigner matrices: Convergence and nonuniversality of the fluctuations
+Normal rank
@@ Property / cites work @@
+The outliers among the singular values of large rectangular random matrices with additive fixed rank deformation
+Normal rank
@@ Property / cites work @@
+A generalization of the Lindeberg principle
@@ Property / cites work: A generalization of the Lindeberg principle / rank @@
+Normal rank
@@ Property / cites work @@
+Fluctuations of eigenvalues and second order Poincaré inequalities
+Normal rank
@@ Property / cites work @@
+On a model selection problem from high-dimensional sample covariance matrices
+Normal rank
@@ Property / cites work @@
+A Regularized Hotelling’s<i>T</i><sup>2</sup>Test for Pathway Analysis in Proteomic Studies
+Normal rank
@@ Property / cites work @@
+A two-sample test for high-dimensional data with applications to gene-set testing
+Normal rank
@@ Property / cites work @@
+Edgeworth expansion of the largest eigenvalue distribution function of GUE and LUE
+Normal rank
@@ Property / cites work @@
+Random Matrix Methods for Wireless Communications
@@ Property / cites work: Random Matrix Methods for Wireless Communications / rank @@
+Normal rank
@@ Property / cites work @@
+Eigen-Inference for Energy Estimation of Multiple Sources
+Normal rank
@@ Property / cites work @@
+A Direct Formulation for Sparse PCA Using Semidefinite Programming
+Normal rank
@@ Property / cites work @@
+Limit theory for the largest eigenvalues of sample covariance matrices with heavy-tails
+Normal rank
@@ Property / cites work @@
+Q2748505
@@ Property / cites work: Q2748505 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3636836
@@ Property / cites work: Q3636836 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation of a covariance matrix under Stein's loss
+Normal rank
@@ Property / cites work @@
+Trimmed minimax estimator of a covariance matrix
@@ Property / cites work: Trimmed minimax estimator of a covariance matrix / rank @@
+Normal rank
@@ Property / cites work @@
+Patterns in eigenvalues: the 70th Josiah Willard Gibbs lecture
+Normal rank
@@ Property / cites work @@
+Linear functionals of eigenvalues of random matrices
+Normal rank
@@ Property / cites work @@
+Q4679857
@@ Property / cites work: Q4679857 / rank @@
+Normal rank
@@ Property / cites work @@
+Spectral distributions of adjacency and Laplacian matrices of random graphs
+Normal rank
@@ Property / cites work @@
+Analysis of the limiting spectral distribution of large dimensional information-plus-noise type matrices
+Normal rank
@@ Property / cites work @@
+On the empirical distribution of eigenvalues of large dimensional information-plus-noise-type matrices
+Normal rank
@@ Property / cites work @@
+Matrix models for beta ensembles
@@ Property / cites work: Matrix models for beta ensembles / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical Theory of the Energy Levels of Complex Systems. I
+Normal rank
@@ Property / cites work @@
+Random matrix theory
@@ Property / cites work: Random matrix theory / rank @@
+Normal rank
@@ Property / cites work @@
+From random matrices to stochastic operators
@@ Property / cites work: From random matrices to stochastic operators / rank @@
+Normal rank
@@ Property / cites work @@
+Tracy-Widom limit for the largest eigenvalue of a large class of complex sample covariance matrices
+Normal rank
@@ Property / cites work @@
+Operator norm consistent estimation of large-dimensional sparse covariance matrices
+Normal rank
@@ Property / cites work @@
+Spectrum estimation for large dimensional covariance matrices using random matrix theory
+Normal rank
@@ Property / cites work @@
+Concentration of measure and spectra of random matrices: applications to correlation matrices, elliptical distributions and beyond
+Normal rank
@@ Property / cites work @@
+On the Realized Risk of High-Dimensional Markowitz Portfolios
+Normal rank
@@ Property / cites work @@
+High-dimensionality effects in the Markowitz problem and other quadratic programs with linear constraints: risk underestimation
+Normal rank
@@ Property / cites work @@
+On information plus noise kernel random matrices
@@ Property / cites work: On information plus noise kernel random matrices / rank @@
+Normal rank
@@ Property / cites work @@
+The spectrum of kernel random matrices
@@ Property / cites work: The spectrum of kernel random matrices / rank @@
+Normal rank
@@ Property / cites work @@
+Bulk universality for Wigner matrices
@@ Property / cites work: Bulk universality for Wigner matrices / rank @@
+Normal rank
@@ Property / cites work @@
+Bulk universality for Wigner Hermite matrices with subexponential decay
+Normal rank
@@ Property / cites work @@
+Local semicircle law and complete delocalization for Wigner random matrices
+Normal rank
@@ Property / cites work @@
+Universality of local spectral statistics of random matrices
+Normal rank
@@ Property / cites work @@
+Rigidity of eigenvalues of generalized Wigner matrices
+Normal rank
@@ Property / cites work @@
+High-dimensional classification using features annealed independence rules
+Normal rank
@@ Property / cites work @@
+A universality result for the smallest eigenvalues of certain sample covariance matrices
+Normal rank
@@ Property / cites work @@
+The largest eigenvalue of rank one deformation of large Wigner matrices
+Normal rank
@@ Property / cites work @@
+The largest eigenvalues of sample covariance matrices for a spiked population: Diagonal case
+Normal rank
@@ Property / cites work @@
+The generalized dynamic factor model consistency and rates
+Normal rank
@@ Property / cites work @@
+The Generalized Dynamic Factor Model
@@ Property / cites work: The Generalized Dynamic Factor Model / rank @@
+Normal rank
@@ Property / cites work @@
+Q3574974
@@ Property / cites work: Q3574974 / rank @@
+Normal rank
@@ Property / cites work @@
+Sparse inverse covariance estimation with the graphical lasso
+Normal rank
@@ Property / cites work @@
+A limit theorem for the norm of random matrices
@@ Property / cites work: A limit theorem for the norm of random matrices / rank @@
+Normal rank
@@ Property / cites work @@
+Necessary and sufficient condition that the limit of Stieltjes transforms is a Stieltjes transform
+Normal rank
@@ Property / cites work @@
+Q2778810
@@ Property / cites work: Q2778810 / rank @@
+Normal rank
@@ Property / cites work @@
+Interpolation zwischen den Klassen 𝔖<sub><i>p</i></sub> von Operatoren in Hilberträumen
+Normal rank
@@ Property / cites work @@
+Rate of convergence to the semi-circular law
@@ Property / cites work: Rate of convergence to the semi-circular law / rank @@
+Normal rank
@@ Property / cites work @@
+Rate of convergence in probability to the Marchenko-Pastur law
+Normal rank
@@ Property / cites work @@
+An Analysis of a Two-Way Model with Interaction and No Replication
+Normal rank
@@ Property / cites work @@
+Large random matrices: Lectures on macroscopic asymptotics. École d'Été des Probabilités de Saint-Flour XXXVI -- 2006
+Normal rank
@@ Property / cites work @@
+Concentration of the spectral measure for large matrices
+Normal rank
@@ Property / cites work @@
+Gaussian fluctuations of eigenvalues in the GUE
@@ Property / cites work: Gaussian fluctuations of eigenvalues in the GUE / rank @@
+Normal rank
@@ Property / cites work @@
+A CLT FOR INFORMATION-THEORETIC STATISTICS OF NON-CENTERED GRAM RANDOM MATRICES
+Normal rank
@@ Property / cites work @@
+LARGE INFORMATION PLUS NOISE RANDOM MATRIX MODELS AND CONSISTENT SUBSPACE ESTIMATION IN LARGE SENSOR NETWORKS
+Normal rank
@@ Property / cites work @@
+A subspace estimator for fixed rank perturbations of large random matrices
+Normal rank
@@ Property / cites work @@
+Q5290629
@@ Property / cites work: Q5290629 / rank @@
+Normal rank
@@ Property / cites work @@
+The empirical distribution of the eigenvalues of a Gram matrix with a given variance profile
+Normal rank
@@ Property / cites work @@
+Deterministic equivalents for certain functionals of large random matrices
+Normal rank
@@ Property / cites work @@
+A CLT for information-theoretic statistics of Gram random matrices with a given variance profile
+Normal rank
@@ Property / cites work @@
+Minimax estimators for a multinormal precision matrix
+Normal rank
@@ Property / cites work @@
+Empirical Bayes estimation of the multivariate normal covariance matrix
+Normal rank
@@ Property / cites work @@
+Explaining the single factor bias of arbitrage pricing models in finite samples
+Normal rank
@@ Property / cites work @@
+Sparse canonical correlation analysis
@@ Property / cites work: Sparse canonical correlation analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Q4488072
@@ Property / cites work: Q4488072 / rank @@
+Normal rank
@@ Property / cites work @@
+Robust Estimation of a Location Parameter
@@ Property / cites work: Robust Estimation of a Location Parameter / rank @@
+Normal rank
@@ Property / cites work @@
+Q3580453
@@ Property / cites work: Q3580453 / rank @@
+Normal rank
@@ Property / cites work @@
+Approximation of Haar distributed matrices and limiting distributions of eigenvalues of Jacobi ensembles
+Normal rank
@@ Property / cites work @@
+Low eigenvalues of Laplacian matrices of large random graphs
+Normal rank
@@ Property / cites work @@
+Limiting spectral distribution of large-dimensional sample covariance matrices generated by VARMA
+Normal rank
@@ Property / cites work @@
+On fluctuations of eigenvalues of random Hermitian matrices.
+Normal rank
@@ Property / cites work @@
+Shape fluctuations and random matrices
@@ Property / cites work: Shape fluctuations and random matrices / rank @@
+Normal rank
@@ Property / cites work @@
+Universality of the local spacing distribution in certain ensembles of Hermitian Wigner matrices
+Normal rank
@@ Property / cites work @@
+Q5421705
@@ Property / cites work: Q5421705 / rank @@
+Normal rank
@@ Property / cites work @@
+On the distribution of the largest eigenvalue in principal components analysis
+Normal rank
@@ Property / cites work @@
+Multivariate analysis and Jacobi ensembles: largest eigenvalue, Tracy-Widom limits and rates of convergence
+Normal rank
@@ Property / cites work @@
+Approximate null distribution of the largest root in multivariate analysis
+Normal rank
@@ Property / cites work @@
+On Consistency and Sparsity for Principal Components Analysis in High Dimensions
+Normal rank
@@ Property / cites work @@
+Fast approach to the tracy-widom law at the edge of GOE and GUE
+Normal rank
@@ Property / cites work @@
+Principal component analysis.
@@ Property / cites work: Principal component analysis. / rank @@
+Normal rank
@@ Property / cites work @@
+Some limit theorems for the eigenvalues of a sample covariance matrix
+Normal rank
@@ Property / cites work @@
+Asymptotic properties of large random matrices with independent entries
+Normal rank
@@ Property / cites work @@
+The Isotropic Semicircle Law and Deformation of Wigner Matrices
+Normal rank
@@ Property / cites work @@
+The outliers of a deformed Wigner matrix
@@ Property / cites work: The outliers of a deformed Wigner matrix / rank @@
+Normal rank
@@ Property / cites work @@
+Sparsistency and rates of convergence in large covariance matrix estimation
+Normal rank
@@ Property / cites work @@
+Eigenvectors of some large sample covariance matrix ensembles
+Normal rank
@@ Property / cites work @@
+Nonlinear shrinkage estimation of large-dimensional covariance matrices
+Normal rank
@@ Property / cites work @@
+Q2756809
@@ Property / cites work: Q2756809 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating covariance matrices
@@ Property / cites work: Estimating covariance matrices / rank @@
+Normal rank
@@ Property / cites work @@
+Central limit theorem for linear eigenvalue statistics of random matrices with independent entries
+Normal rank
@@ Property / cites work @@
+Accuracy of the Tracy-Widom limits for the extreme eigenvalues in white Wishart matrices
+Normal rank
@@ Property / cites work @@
+Sparse principal component analysis and iterative thresholding
+Normal rank
@@ Property / cites work @@
+Q3870155
@@ Property / cites work: Q3870155 / rank @@
+Normal rank
@@ Property / cites work @@
+Robust m-estimators of multivariate location and scatter
+Normal rank
@@ Property / cites work @@
+DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
+Normal rank
@@ Property / cites work @@
+Q4681935
@@ Property / cites work: Q4681935 / rank @@
+Normal rank
@@ Property / cites work @@
+High-dimensional graphs and variable selection with the Lasso
+Normal rank
@@ Property / cites work @@
+Improved Estimation of Eigenvalues and Eigenvectors of Covariance Matrices Using Their Sample Estimates
+Normal rank
@@ Property / cites work @@
+Second order freeness and fluctuations of random matrices. I: Gaussian and Wishart matrices and cyclic Fock spaces
+Normal rank
@@ Property / cites work @@
+Q3219581
@@ Property / cites work: Q3219581 / rank @@
+Normal rank
@@ Property / cites work @@
+Finite sample approximation results for principal component analysis: A matrix perturbation approach
+Normal rank
@@ Property / cites work @@
+On the distribution of the ratio of the largest eigenvalue to the trace of a Wishart matrix
+Normal rank
@@ Property / cites work @@
+Random matrices: law of the determinant
@@ Property / cites work: Random matrices: law of the determinant / rank @@
+Normal rank
@@ Property / cites work @@
+Lectures on the Combinatorics of Free Probability
@@ Property / cites work: Lectures on the Combinatorics of Free Probability / rank @@
+Normal rank
@@ Property / cites work @@
+Q4059363
@@ Property / cites work: Q4059363 / rank @@
+Normal rank
@@ Property / cites work @@
+Testing Hypotheses About the Number of Factors in Large Factor Models
+Normal rank
@@ Property / cites work @@
+Asymptotics of the principal components estimator of large factor models with weakly influential factors
+Normal rank
@@ Property / cites work @@
+Gaussian fluctuations of eigenvalues in Wigner random matrices
+Normal rank
@@ Property / cites work @@
+On fluctuations of matrix entries of regular functions of Wigner matrices with non-identically distributed entries
+Normal rank
@@ Property / cites work @@
+Central limit theorem for Hotelling's \(T^{2}\) statistic under large dimension
+Normal rank
@@ Property / cites work @@
+Sparse Canonical Correlation Analysis with Application to Genomic Data Integration
+Normal rank
@@ Property / cites work @@
+Q3000735
@@ Property / cites work: Q3000735 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5449216
@@ Property / cites work: Q5449216 / rank @@
+Normal rank
@@ Property / cites work @@
+No eigenvalues outside the support of the limiting empirical spectral distribution of a separable covariance matrix
+Normal rank
@@ Property / cites work @@
+Universality results for the largest eigenvalues of some sample covariance matrix ensembles
+Normal rank
@@ Property / cites work @@
+On the lower bound of the spectral norm of symmetric random matrices with independent entries
+Normal rank
@@ Property / cites work @@
+Partial Correlation Estimation by Joint Sparse Regression Models
+Normal rank
@@ Property / cites work @@
+Eigenvalue distribution of large sample covariance matrices of linear processes
+Normal rank
@@ Property / cites work @@
+Edge universality of correlation matrices
@@ Property / cites work: Edge universality of correlation matrices / rank @@
+Normal rank
@@ Property / cites work @@
+On finite rank deformations of Wigner matrices
@@ Property / cites work: On finite rank deformations of Wigner matrices / rank @@
+Normal rank
@@ Property / cites work @@
+Beta ensembles, stochastic Airy spectrum, and a diffusion
+Normal rank
@@ Property / cites work @@
+Statistical eigen-inference from large Wishart matrices
+Normal rank
@@ Property / cites work @@
+Q5653193
@@ Property / cites work: Q5653193 / rank @@
+Normal rank
@@ Property / cites work @@
+A Gaussian scenario for unsupervised learning
@@ Property / cites work: A Gaussian scenario for unsupervised learning / rank @@
+Normal rank
@@ Property / cites work @@
+ON FINITE RANK DEFORMATIONS OF WIGNER MATRICES II: DELOCALIZED PERTURBATIONS
+Normal rank
@@ Property / cites work @@
+Spectral clustering and the high-dimensional stochastic blockmodel
+Normal rank
@@ Property / cites work @@
+Sparse permutation invariant covariance estimation
+Normal rank
@@ Property / cites work @@
+Generalized Thresholding of Large Covariance Matrices
+Normal rank
@@ Property / cites work @@
+On a Heuristic Method of Test Construction and its use in Multivariate Analysis
+Normal rank
@@ Property / cites work @@
+Sparse linear discriminant analysis by thresholding for high dimensional data
+Normal rank
@@ Property / cites work @@
+Central Limit Theorem for linear eigenvalue statistics of the Wigner and sample covariance random matrices
+Normal rank
@@ Property / cites work @@
+Some limit theorems on the eigenvectors of large dimensional sample covariance matrices
+Normal rank
@@ Property / cites work @@
+The Limiting Eigenvalue Distribution of a Multivariate <i>F</i> Matrix
+Normal rank
@@ Property / cites work @@
+Weak convergence of random functions defined by the eigenvectors of sample covariance matrices
+Normal rank
@@ Property / cites work @@
+On the empirical distribution of eigenvalues of a class of large dimensional random matrices
+Normal rank
@@ Property / cites work @@
+Central limit theorem for traces of large random symmetric matrices with independent matrix elements
+Normal rank
@@ Property / cites work @@
+Random matrices, nonbacktracking walks, and orthogonal polynomials
+Normal rank
@@ Property / cites work @@
+The Tracy-Widom law for some sparse random matrices
+Normal rank
@@ Property / cites work @@
+The spectral edge of some random band matrices
@@ Property / cites work: The spectral edge of some random band matrices / rank @@
+Normal rank
@@ Property / cites work @@
+Universality at the edge of the spectrum in Wigner random matrices.
+Normal rank
@@ Property / cites work @@
+Determinantal random point fields
@@ Property / cites work: Determinantal random point fields / rank @@
+Normal rank
@@ Property / cites work @@
+Gaussian limit for determinantal random point fields.
+Normal rank
@@ Property / cites work @@
+A note on universality of the distribution of the largest eigenvalues in certain sample covariance matrices
+Normal rank
@@ Property / cites work @@
+Poisson statistics for the largest eigenvalues of Wigner random matrices with heavy tails
+Normal rank
@@ Property / cites work @@
+Poisson Statistics for the Largest Eigenvalues in Random Matrix Ensembles
+Normal rank
@@ Property / cites work @@
+A test for the mean vector with fewer observations than the dimension
+Normal rank
@@ Property / cites work @@
+Q5388761
@@ Property / cites work: Q5388761 / rank @@
+Normal rank
@@ Property / cites work @@
+Random matrices: The distribution of the smallest singular values
+Normal rank
@@ Property / cites work @@
+Random matrices: Universality of local eigenvalue statistics up to the edge
+Normal rank
@@ Property / cites work @@
+Random matrices: universality of local eigenvalue statistics
+Normal rank
@@ Property / cites work @@
+A central limit theorem for the determinant of a Wigner matrix
+Normal rank
@@ Property / cites work @@
+Random covariance matrices: universality of local statistics of eigenvalues
+Normal rank
@@ Property / cites work @@
+RANDOM MATRICES: SHARP CONCENTRATION OF EIGENVALUES
+Normal rank
@@ Property / cites work @@
+Probabilistic Principal Component Analysis
@@ Property / cites work: Probabilistic Principal Component Analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Fredholm determinants, differential equations and matrix models
+Normal rank
@@ Property / cites work @@
+Level-spacing distributions and the Airy kernel
@@ Property / cites work: Level-spacing distributions and the Airy kernel / rank @@
+Normal rank
@@ Property / cites work @@
+On orthogonal and symplectic matrix ensembles
@@ Property / cites work: On orthogonal and symplectic matrix ensembles / rank @@
+Normal rank
@@ Property / cites work @@
+Spectral norm of products of random and deterministic matrices
+Normal rank
@@ Property / cites work @@
+The strong limits of random matrix spectra for sample matrices of independent elements
+Normal rank
@@ Property / cites work @@
+The limiting empirical measure of multiple discriminant ratios
+Normal rank
@@ Property / cites work @@
+RANDOM COVARIANCE MATRICES: UNIVERSALITY OF LOCAL STATISTICS OF EIGENVALUES UP TO THE EDGE
+Normal rank
@@ Property / cites work @@
+Optimal unsupervised learning
@@ Property / cites work: Optimal unsupervised learning / rank @@
+Normal rank
@@ Property / cites work @@
+On the relation between orthogonal, symplectic and unitary matrix ensembles
+Normal rank
@@ Property / cites work @@
+Characteristic vectors of bordered matrices with infinite dimensions
+Normal rank
@@ Property / cites work @@
+On the distribution of the roots of certain symmetric matrices
+Normal rank
@@ Property / cites work @@
+Covariance-Regularized Regression and Classification for high Dimensional Problems
+Normal rank
@@ Property / cites work @@
+Penalized Classification using Fisher’s Linear Discriminant
+Normal rank
@@ Property / cites work @@
+A penalized matrix decomposition, with applications to sparse principal components and canonical correlation analysis
+Normal rank
@@ Property / cites work @@
+Nonparametric estimation of large covariance matrices of longitudinal data
+Normal rank
@@ Property / cites work @@
+Q3643299
@@ Property / cites work: Q3643299 / rank @@
+Normal rank
@@ Property / cites work @@
+The convergence of the empirical distribution of canonical correlation coefficients
+Normal rank
@@ Property / cites work @@
+A note on a Marčenko-Pastur type theorem for time series
+Normal rank
@@ Property / cites work @@
+Limiting spectral distribution for a class of random matrices
+Normal rank
@@ Property / cites work @@
+Limiting behavior of the eigenvalues of a multivariate F matrix
+Normal rank
@@ Property / cites work @@
+On the limit of the largest eigenvalue of the large dimensional sample covariance matrix
+Normal rank
@@ Property / cites work @@
+A limit theorem for the eigenvalues of product of two random matrices
+Normal rank
@@ Property / cites work @@
+Model selection and estimation in the Gaussian graphical model
+Normal rank
@@ Property / cites work @@
+Central limit theorems for linear spectral statistics of large dimensional \(F\)-matrices
+Normal rank
@@ Property / cites work @@
+On the estimation of integrated covariance matrices of high dimensional diffusion processes
+Normal rank