Spectral analysis of the Moore-Penrose inverse of a large dimensional sample covariance matrix (Q276985): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
Normalize DOI.
 
(8 intermediate revisions by 7 users not shown)
Property / DOI
 
Property / DOI: 10.1016/j.jmva.2016.03.001 / rank
Normal rank
 
Property / author
 
Property / author: Dette, Holger / rank
Normal rank
 
Property / author
 
Property / author: Dette, Holger / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2310611010 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1509.06121 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On asymptotics of eigenvectors of large sample covariance matrix / rank
 
Normal rank
Property / cites work
 
Property / cites work: CLT for linear spectral statistics of large-dimensional sample covariance matrices. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Spectral analysis of large dimensional random matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Direct shrinkage estimation of large dimensional precision matrix / rank
 
Normal rank
Property / cites work
 
Property / cites work: Matrix Analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of the precision matrix of a singular Wishart distribution and its application in high-dimensional data / 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: Generalized Inversion of Modified Matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Comparison between two types of large sample covariance matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Central limit theorem for signal-to-interference ratio of reduced rank linear receiver / rank
 
Normal rank
Property / cites work
 
Property / cites work: Spectral convergence for a general class of random matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adjustment of an Inverse Matrix Corresponding to a Change in One Element of a Given Matrix / rank
 
Normal rank
Property / cites work
 
Property / cites work: Strong convergence of the empirical distribution of eigenvalues of large dimensional random matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate Theory for Analyzing High Dimensional Data / rank
 
Normal rank
Property / cites work
 
Property / cites work: CLT for linear spectral statistics of a rescaled sample precision matrix / rank
 
Normal rank
Property / cites work
 
Property / cites work: Substitution principle for CLT of linear spectral statistics of high-dimensional sample covariance matrices with applications to hypothesis testing / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1016/J.JMVA.2016.03.001 / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 13:09, 9 December 2024

scientific article
Language Label Description Also known as
English
Spectral analysis of the Moore-Penrose inverse of a large dimensional sample covariance matrix
scientific article

    Statements

    Spectral analysis of the Moore-Penrose inverse of a large dimensional sample covariance matrix (English)
    0 references
    0 references
    0 references
    0 references
    4 May 2016
    0 references
    CLT
    0 references
    large-dimensional asymptotics
    0 references
    Moore-Penrose inverse
    0 references
    random matrix theory
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references