Estimation of the population spectral distribution from a large dimensional sample covariance matrix (Q394089): Difference between revisions

@@ Property / author @@
+Wei-Ming Li
@@ Property / author: Wei-Ming Li / rank @@
+Normal rank
@@ Property / author @@
+Ying-Li Qin
@@ Property / author: Ying-Li Qin / rank @@
+Normal rank
@@ Property / author @@
+Zhi-Dong Bai
@@ Property / author: Zhi-Dong Bai / rank @@
+Normal rank
@@ Property / author @@
+Jian-feng Yao
@@ Property / author: Jian-feng Yao / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W1719864454
@@ Property / OpenAlex ID: W1719864454 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.0355
@@ Property / arXiv ID: 1302.0355 / 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 @@
+No eigenvalues outside the support of the limiting spectral distribution 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 @@
+Spectral analysis of large dimensional random matrices
+Normal rank
@@ Property / cites work @@
+Limit of the smallest eigenvalue of a large dimensional sample covariance matrix
+Normal rank
@@ Property / cites work @@
+On a model selection problem from high-dimensional sample covariance matrices
+Normal rank
@@ Property / cites work @@
+Spectrum estimation for large dimensional covariance matrices using random matrix theory
+Normal rank
@@ Property / cites work @@
+On the distribution of the largest eigenvalue in principal components analysis
+Normal rank
@@ Property / cites work @@
+Q5531480
@@ Property / cites work: Q5531480 / rank @@
+Normal rank
@@ Property / cites work @@
+Improved Estimation of Eigenvalues and Eigenvectors of Covariance Matrices Using Their Sample Estimates
+Normal rank
@@ Property / cites work @@
+Statistical eigen-inference from large Wishart matrices
+Normal rank
@@ Property / cites work @@
+Strong convergence of the empirical distribution of eigenvalues of large dimensional random matrices
+Normal rank
@@ Property / cites work @@
+Analysis of the limiting spectral distribution of large dimensional random matrices
+Normal rank
@@ Property / cites work @@
+On the limit of the largest eigenvalue of the large dimensional sample covariance matrix
+Normal rank