Pages that link to "Item:Q1907827"

The following pages link to Strong convergence of the empirical distribution of eigenvalues of large dimensional random matrices (Q1907827):

Displaying 50 items.

• Distribution of singular values of random band matrices; Marchenko-Pastur law and more (Q1675342) (← links)
• On LR simultaneous test of high-dimensional mean vector and covariance matrix under non-normality (Q1726809) (← links)
• High-dimensional covariance matrices in elliptical distributions with application to spherical test (Q1731770) (← links)
• High-dimensional asymptotics of prediction: ridge regression and classification (Q1747738) (← links)
• Optimal estimation of a large-dimensional covariance matrix under Stein's loss (Q1750102) (← links)
• Estimation of two high-dimensional covariance matrices and the spectrum of their ratio (Q1795566) (← links)
• LLN for quadratic forms of long memory time series and its applications in random matrix theory (Q1800494) (← links)
• CLT for linear spectral statistics of large-dimensional sample covariance matrices. (Q1879863) (← links)
• The convergence on spectrum of sample covariance matrices for information-plus-noise type data (Q1931150) (← links)
• On bilinear forms based on the resolvent of large random matrices (Q1943319) (← links)
• Limiting behavior of eigenvalues in high-dimensional MANOVA via RMT (Q1991686) (← links)
• Unbounded largest eigenvalue of large sample covariance matrices: asymptotics, fluctuations and applications (Q2002709) (← links)
• Sphericity and identity test for high-dimensional covariance matrix using random matrix theory (Q2025160) (← links)
• Spectral measures of spiked random matrices (Q2031018) (← links)
• Limiting laws for extreme eigenvalues of large-dimensional spiked Fisher matrices with a divergent number of spikes (Q2034460) (← links)
• A result on the limiting spectral distribution of random matrices with unequal variance entries (Q2069498) (← links)
• On eigenvalues of a high-dimensional spatial-sign covariance matrix (Q2073230) (← links)
• On spectral distribution of sample covariance matrices from large dimensional and large \(k\)-fold tensor products (Q2082643) (← links)
• Tracy-Widom at each edge of real covariance and MANOVA estimators (Q2083270) (← links)
• Ratio-consistent estimation for long range dependent Toeplitz covariance with application to matrix data whitening (Q2084468) (← links)
• On the eigenvectors of large-dimensional sample spatial sign covariance matrices (Q2101471) (← links)
• CLT for spiked eigenvalues of a sample covariance matrix from high-dimensional Gaussian mean mixtures (Q2101482) (← links)
• Properties of eigenvalues and eigenvectors of large-dimensional sample correlation matrices (Q2108908) (← links)
• CLT for linear spectral statistics of large dimensional sample covariance matrices with dependent data (Q2122833) (← links)
• Quadratic shrinkage for large covariance matrices (Q2137029) (← links)
• CLT for linear spectral statistics of high-dimensional sample covariance matrices in elliptical distributions (Q2146455) (← links)
• Ridge-type linear shrinkage estimation of the mean matrix of a high-dimensional normal distribution (Q2181723) (← links)
• Analytical nonlinear shrinkage of large-dimensional covariance matrices (Q2215772) (← links)
• Rapid evaluation of the spectral signal detection threshold and Stieltjes transform (Q2230693) (← links)
• Shrinkage estimation of large covariance matrices: keep it simple, statistician? (Q2237812) (← links)
• A note on the CLT of the LSS for sample covariance matrix from a spiked population model (Q2252894) (← links)
• Regular variation and free regular infinitely divisible laws (Q2288760) (← links)
• Hypothesis testing for the identity of high-dimensional covariance matrices (Q2307394) (← links)
• Spectral distribution of large generalized random kernel matrices (Q2322653) (← links)
• Eigenvalue distributions of variance components estimators in high-dimensional random effects models (Q2328062) (← links)
• A note on the limiting spectral distribution of a symmetrized auto-cross covariance matrix (Q2339574) (← links)
• Substitution principle for CLT of linear spectral statistics of high-dimensional sample covariance matrices with applications to hypothesis testing (Q2343955) (← links)
• On singular value distribution of large-dimensional autocovariance matrices (Q2348447) (← links)
• Spectrum estimation: a unified framework for covariance matrix estimation and PCA in large dimensions (Q2350071) (← links)
• On generalized expectation-based estimation of a population spectral distribution from high-dimensional data (Q2352449) (← links)
• On the empirical distribution of eigenvalues of large dimensional information-plus-noise-type matrices (Q2370520) (← links)
• On asymptotics of eigenvectors of large sample covariance matrix (Q2373573) (← links)
• A CLT for information-theoretic statistics of Gram random matrices with a given variance profile (Q2378626) (← links)
• Universality in the bulk of the spectrum for complex sample covariance matrices (Q2428946) (← links)
• Convergence rates of eigenvector empirical spectral distribution of large dimensional sample covariance matrix (Q2438762) (← links)
• Comparison between two types of large sample covariance matrices (Q2451115) (← links)
• Hypothesis testing for high-dimensional covariance matrices (Q2451622) (← links)
• Limiting spectral distribution of a symmetrized auto-cross covariance matrix (Q2454407) (← links)
• Deterministic equivalents for certain functionals of large random matrices (Q2456047) (← links)
• Asymptotic distributions of the signal-to-interference ratio of LMMSE detection in multiuser communications (Q2467115) (← links)