Local expectations of the population spectral distribution of a high-dimensional covariance matrix (Q744778): Difference between revisions

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+Wei-Ming Li
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+MaRDI publication profile
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+https://doi.org/10.1007/s00362-013-0501-6
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+W2029508666
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@@ Property / cites work @@
+ON ESTIMATION OF THE POPULATION SPECTRAL DISTRIBUTION FROM A HIGH‐DIMENSIONAL SAMPLE COVARIANCE MATRIX
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+CLT for linear spectral statistics of large-dimensional sample covariance matrices.
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+Spectral analysis of large dimensional random matrices
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+Spectrum estimation for large dimensional covariance matrices using random matrix theory
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+A Complex Rolle's Theorem
@@ Property / cites work: A Complex Rolle's Theorem / rank @@
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+On the distribution of the largest eigenvalue in principal components analysis
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+Estimation of the population spectral distribution from a large dimensional sample covariance matrix
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+Q5531480
@@ Property / cites work: Q5531480 / rank @@
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+Improved Estimation of Eigenvalues and Eigenvectors of Covariance Matrices Using Their Sample Estimates
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+Strong convergence of the empirical distribution of eigenvalues of large dimensional random matrices
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+On the empirical distribution of eigenvalues of a class of large dimensional random matrices
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+Fluctuations of an Improved Population Eigenvalue Estimator in Sample Covariance Matrix Models
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+Eigenvalue Estimation of Parameterized Covariance Matrices of Large Dimensional Data
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