Unbounded largest eigenvalue of large sample covariance matrices: asymptotics, fluctuations and applications (Q2002709): Difference between revisions

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+.01874
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+No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices
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+Exact separation of eigenvalues of large dimensional sample covariance matrices
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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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+A note on the largest eigenvalue of a large dimensional sample covariance matrix
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+Central limit theorems for eigenvalues in a spiked population model
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+Limit of the smallest eigenvalue of a large dimensional sample covariance matrix
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+Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
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+Eigenvalues of large sample covariance matrices of spiked population models
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+Universality for the largest eigenvalue of sample covariance matrices with general population
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+Fluctuations of the extreme eigenvalues of finite rank deformations of random matrices
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+The singular values and vectors of low rank perturbations of large rectangular random matrices
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+From random matrices to long range dependence
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+Tracy-Widom limit for the largest eigenvalue of a large class of complex sample covariance matrices
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+A limit theorem for the norm of random matrices
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+Shape fluctuations and random matrices
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+Tracy-Widom distribution for the largest eigenvalue of real sample covariance matrices with general population
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+DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
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+On the empirical spectral distribution for matrices with long memory and independent rows
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+On the limit of the largest eigenvalue of the large dimensional sample covariance matrix
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