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

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-.1016/j.jmva.2016.03.001
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+On asymptotics of eigenvectors of large 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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+Direct shrinkage estimation of large dimensional precision matrix
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+Matrix Analysis
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+Estimation of the precision matrix of a singular Wishart distribution and its application in high-dimensional data
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+DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
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+Generalized Inversion of Modified Matrices
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+Comparison between two types of large sample covariance matrices
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+Central limit theorem for signal-to-interference ratio of reduced rank linear receiver
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+Spectral convergence for a general class of random matrices
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+Adjustment of an Inverse Matrix Corresponding to a Change in One Element of a Given Matrix
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+Strong convergence of the empirical distribution of eigenvalues of large dimensional random matrices
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+Multivariate Theory for Analyzing High Dimensional Data
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+CLT for linear spectral statistics of a rescaled sample precision matrix
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+Substitution principle for CLT of linear spectral statistics of high-dimensional sample covariance matrices with applications to hypothesis testing
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@@ Property / DOI @@
+.1016/J.JMVA.2016.03.001
@@ Property / DOI: 10.1016/J.JMVA.2016.03.001 / rank @@
+Normal rank