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

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+ON ESTIMATION OF THE POPULATION SPECTRAL DISTRIBUTION FROM A HIGH‐DIMENSIONAL SAMPLE COVARIANCE MATRIX
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+No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices
+Normal rank
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+CLT for linear spectral statistics of large-dimensional sample covariance matrices.
+Normal rank
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+Spectral analysis of large dimensional random matrices
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+Limit of the smallest eigenvalue of a large dimensional sample covariance matrix
+Normal rank
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+On a model selection problem from high-dimensional sample covariance matrices
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+Spectrum estimation for large dimensional covariance matrices using random matrix theory
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+On the distribution of the largest eigenvalue in principal components analysis
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+Q5531480
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+Normal rank
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+Improved Estimation of Eigenvalues and Eigenvectors of Covariance Matrices Using Their Sample Estimates
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+Statistical eigen-inference from large Wishart matrices
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+Strong convergence of the empirical distribution of eigenvalues of large dimensional random matrices
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+Analysis of the limiting spectral distribution of large dimensional random matrices
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+On the limit of the largest eigenvalue of the large dimensional sample covariance matrix
+Normal rank