Eigenvalues of large sample covariance matrices of spiked population models (Q2507762): Difference between revisions

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+Q4267666
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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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+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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+Penalized discriminant analysis
@@ Property / cites work: Penalized discriminant analysis / rank @@
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+The spectrum edge of random matrix ensembles.
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+Normal rank
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+A limit theorem for the norm of random matrices
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+Matrix Analysis
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+Discrete orthogonal polynomial ensembles and the Plancherel measure
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+On the distribution of the largest eigenvalue in principal components analysis
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+RANDOM MATRIX THEORY AND FINANCIAL CORRELATIONS
@@ Property / cites work: RANDOM MATRIX THEORY AND FINANCIAL CORRELATIONS / rank @@
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+DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
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+The smallest eigenvalue of a large dimensional Wishart matrix
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+Strong convergence of the empirical distribution of eigenvalues of large dimensional random matrices
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+On the empirical distribution of eigenvalues of a class of large dimensional random matrices
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+Analysis of the limiting spectral distribution of large dimensional random matrices
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+A note on universality of the distribution of the largest eigenvalues in certain sample covariance matrices
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+Level-spacing distributions and the Airy kernel
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+On orthogonal and symplectic matrix ensembles
@@ Property / cites work: On orthogonal and symplectic matrix ensembles / rank @@
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+The strong limits of random matrix spectra for sample matrices of independent elements
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+Limiting spectral distribution for a class of random matrices
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+On the limit of the largest eigenvalue of the large dimensional sample covariance matrix
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