Numerical implementation of the QuEST function (Q1658388): 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
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+Exact separation of eigenvalues of large dimensional sample covariance matrices
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+Spectral analysis of large dimensional random matrices
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+On a model selection problem from high-dimensional sample covariance matrices
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+Shrinkage Algorithms for MMSE Covariance Estimation
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+Efficient computation of limit spectra of sample covariance matrices
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+Spectrum estimation for large dimensional covariance matrices using random matrix theory
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+An iterative stochastic ensemble method for parameter estimation of subsurface flow models
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+On the estimation of dynamic conditional correlation models
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+Kumaraswamy's distribution: a beta-type distribution with some tractability advantages
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+Nonparametric eigenvalue-regularized precision or covariance matrix estimator
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+Eigenvectors of some large sample covariance matrix ensembles
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+A well-conditioned estimator for large-dimensional covariance matrices
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+Nonlinear shrinkage estimation of large-dimensional covariance matrices
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+Spectrum estimation: a unified framework for covariance matrix estimation and PCA in large dimensions
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+Estimation of the population spectral distribution from a large dimensional sample covariance matrix
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+DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
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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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+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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+Lectures on the theory of estimation of many parameters
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+Eigenvalue Estimation of Parameterized Covariance Matrices of Large Dimensional Data
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+Large Sample Covariance Matrices and High-Dimensional Data Analysis
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