On Sufficient Conditions in the Marchenko--Pastur Theorem (Q6153532): Difference between revisions

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+On the Marchenko-Pastur and circular laws for some classes of random matrices with dependent entries
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+SOME REMARKS ON THE DOZIER–SILVERSTEIN THEOREM FOR RANDOM MATRICES WITH DEPENDENT ENTRIES
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+ASYMPTOTICS OF DIAGONAL ELEMENTS OF PROJECTION MATRICES UNDER MANY INSTRUMENTS/REGRESSORS
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+Q3502462
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+Normal rank
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+Spectral analysis of large dimensional random matrices
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+On the limiting spectral distribution for a large class of symmetric random matrices with correlated entries
+Normal rank
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+Twice-ramanujan sparsifiers
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+Normal rank
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+Marchenko–Pastur law with relaxed independence conditions
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+On the convergence of the extremal eigenvalues of empirical covariance matrices with dependence
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+On spectral distribution of sample covariance matrices from large dimensional and large \(k\)-fold tensor products
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+Asymptotic behavior of spectral function of empirical covariance matrices
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+Limit Theorems for Two Classes of Random Matrices with Dependent Entries
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+Central limit theorem for linear eigenvalue statistics for a tensor product version of sample covariance matrices
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+DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
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+On the limiting empirical measure of eigenvalues of the sum of rank one matrices with log-concave distribution
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+Q3000735
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+Normal rank
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+Covariance estimation for distributions with \({2+\varepsilon}\) moments
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+Lower bounds on the smallest eigenvalue of a sample covariance matrix.
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+Sharp lower bounds on the least singular value of a random matrix without the fourth moment condition
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+Variance inequalities for quadratic forms with applications
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+A short proof of the Marchenko-Pastur theorem
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+Normal rank
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+Necessary and sufficient conditions for the Marchenko-Pastur theorem
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+LLN for quadratic forms of long memory time series and its applications in random matrix theory
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+Limiting Spectral Distribution for Large Sample Covariance Matrices with Graph-Dependent Elements
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+Marchenko-Pastur law for a random tensor model
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+Normal rank
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+On the limit of the largest eigenvalue of the large dimensional sample covariance matrix
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