Singular vector distribution of sample covariance matrices (Q5203898): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
Normalize DOI.
 
(4 intermediate revisions by 4 users not shown)
Property / DOI
 
Property / DOI: 10.1017/apr.2019.10 / rank
Normal rank
 
Property / OpenAlex ID
 
Property / OpenAlex ID: W3103812883 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1611.01837 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Entrywise eigenvector analysis of random matrices with low expected rank / 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: On asymptotics of eigenvectors of large sample covariance matrix / rank
 
Normal rank
Property / cites work
 
Property / cites work: Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Universality for the largest eigenvalue of sample covariance matrices with general population / rank
 
Normal rank
Property / cites work
 
Property / cites work: The eigenvalues and eigenvectors of finite, low rank perturbations of large random matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fluctuations of the extreme eigenvalues of finite rank deformations of random matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the principal components of sample covariance matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Isotropic local laws for sample covariance and generalized Wigner matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: The eigenvector moment flow and local quantum unique ergodicity / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: The largest eigenvalues of finite rank deformation of large Wigner matrices: Convergence and nonuniversality of the fluctuations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Singular vector distribution of sample covariance matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: A necessary and sufficient condition for edge universality at the largest singular values of covariance matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tracy-Widom limit for the largest eigenvalue of a large class of complex sample covariance matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Rigidity of eigenvalues of generalized Wigner matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Universality of sine-kernel for Wigner matrices with a small Gaussian perturbation / rank
 
Normal rank
Property / cites work
 
Property / cites work: An $\ell_{\infty}$ Eigenvector Perturbation Bound and Its Application to Robust Covariance Estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4917542 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the distribution of the largest eigenvalue in principal components analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Eigenvector distribution of Wigner matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: The outliers of a deformed Wigner matrix / rank
 
Normal rank
Property / cites work
 
Property / cites work: Anisotropic local laws for random matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Eigenvectors of some large sample covariance matrix ensembles / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tracy-Widom distribution for the largest eigenvalue of real sample covariance matrices with general population / rank
 
Normal rank
Property / cites work
 
Property / cites work: Central limit theorems for classical multidimensional scaling / 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: Eigenvectors of random matrices: A survey / rank
 
Normal rank
Property / cites work
 
Property / cites work: Edge universality of correlation matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Universality of covariance matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some limit theorems on the eigenvectors of large dimensional sample covariance matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3656484 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Analysis of the limiting spectral distribution of large dimensional random matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: RANDOM MATRICES: UNIVERSAL PROPERTIES OF EIGENVECTORS / rank
 
Normal rank
Property / cites work
 
Property / cites work: On orthogonal and symplectic matrix ensembles / rank
 
Normal rank
Property / cites work
 
Property / cites work: Local circular law for the product of a deterministic matrix with a random matrix / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large Sample Covariance Matrices and High-Dimensional Data Analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Near-Optimal Bounds for Phase Synchronization / rank
 
Normal rank
Property / Wikidata QID
 
Property / Wikidata QID: Q127448530 / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1017/APR.2019.10 / rank
 
Normal rank

Latest revision as of 16:20, 30 December 2024

scientific article; zbMATH DE number 7141393
Language Label Description Also known as
English
Singular vector distribution of sample covariance matrices
scientific article; zbMATH DE number 7141393

    Statements

    Singular vector distribution of sample covariance matrices (English)
    0 references
    0 references
    9 December 2019
    0 references
    random matrices
    0 references
    singular vectors
    0 references
    deformed Marcenko-Pastur law
    0 references
    0 references
    0 references

    Identifiers

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