Efficient computation of limit spectra of sample covariance matrices (Q3459159): Difference between revisions

@@ Property / describes a project that uses @@
+OptShrink
@@ Property / describes a project that uses: OptShrink / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+Publication
@@ Property / MaRDI profile type: Publication / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.01649
@@ Property / arXiv ID: 1507.01649 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4420195
@@ Property / cites work: Q4420195 / rank @@
+Normal rank
@@ Property / cites work @@
+Corrections to LRT on large-dimensional covariance matrix by RMT
+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 @@
+A new approach to subordination results in free probability
+Normal rank
@@ Property / cites work @@
+Analytic subordination theory of operator-valued free additive convolution and the solution of a general random matrix problem
+Normal rank
@@ Property / cites work @@
+The singular values and vectors of low rank perturbations of large rectangular random matrices
+Normal rank
@@ Property / cites work @@
+An algorithm with guaranteed convergence for finding a zero of a function
+Normal rank
@@ Property / cites work @@
+Random Matrix Methods for Wireless Communications
@@ Property / cites work: Random Matrix Methods for Wireless Communications / rank @@
+Normal rank
@@ Property / cites work @@
+A Deterministic Equivalent for the Analysis of Correlated MIMO Multiple Access Channels
+Normal rank
@@ Property / cites work @@
+Random Beamforming Over Quasi-Static and Fading Channels: A Deterministic Equivalent Approach
+Normal rank
@@ Property / cites work @@
+The random matrix regime of Maronna's M-estimator with elliptically distributed samples
+Normal rank
@@ Property / cites work @@
+The Optimal Hard Threshold for Singular Values is &lt;inline-formula&gt; &lt;tex-math notation="TeX"&gt;\(4/\sqrt {3}\) &lt;/tex-math&gt;&lt;/inline-formula&gt;
+Normal rank
@@ Property / cites work @@
+Q2778809
@@ Property / cites work: Q2778809 / rank @@
+Normal rank
@@ Property / cites work @@
+Large complex correlated Wishart matrices: fluctuations and asymptotic independence at the edges
+Normal rank
@@ Property / cites work @@
+Deterministic equivalents for certain functionals of large random matrices
+Normal rank
@@ Property / cites work @@
+Nonparametric estimate of spectral density functions of sample covariance matrices: a first step
+Normal rank
@@ Property / cites work @@
+Q5421705
@@ Property / cites work: Q5421705 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal estimation of a large-dimensional covariance matrix under Stein's loss
+Normal rank
@@ Property / cites work @@
+Spectrum estimation: a unified framework for covariance matrix estimation and PCA in large dimensions
+Normal rank
@@ Property / cites work @@
+Large Dimensional Analysis of Robust M-Estimators of Covariance With Outliers
+Normal rank
@@ Property / cites work @@
+Crystallization in Large Wireless Networks
@@ Property / cites work: Crystallization in Large Wireless Networks / rank @@
+Normal rank
@@ Property / cites work @@
+OptShrink: An Algorithm for Improved Low-Rank Signal Matrix Denoising by Optimal, Data-Driven Singular Value Shrinkage
+Normal rank
@@ Property / cites work @@
+The polynomial method for random matrices
@@ Property / cites work: The polynomial method for random matrices / rank @@
+Normal rank
@@ Property / cites work @@
+Lectures on the Combinatorics of Free Probability
@@ Property / cites work: Lectures on the Combinatorics of Free Probability / rank @@
+Normal rank
@@ Property / cites work @@
+Q5310358
@@ Property / cites work: Q5310358 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2772105
@@ Property / cites work: Q2772105 / rank @@
+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 @@
+Random Matrix Theory and Wireless Communications
@@ Property / cites work: Random Matrix Theory and Wireless Communications / rank @@
+Normal rank
@@ Property / cites work @@
+A note on a Marčenko-Pastur type theorem for time series
+Normal rank
@@ Property / cites work @@
+Large Sample Covariance Matrices and High-Dimensional Data Analysis
+Normal rank
@@ Property / OpenAlex ID @@
+W2220487585
@@ Property / OpenAlex ID: W2220487585 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:3459159