The following pages link to (Q4267666):
Displaying 50 items.
- How many entries of a typical orthogonal matrix can be approximated by independent normals? (Q850976) (← links)
- On limit theorem for the eigenvalues of product of two random matrices (Q860335) (← links)
- A generalization of the Lindeberg principle (Q874729) (← links)
- Concentration of Haar measures, with an application to random matrices (Q883499) (← links)
- Central limit theorem for signal-to-interference ratio of reduced rank linear receiver (Q930686) (← links)
- The sparsity and bias of the LASSO selection in high-dimensional linear regression (Q939654) (← links)
- Precise asymptotics for random matrices and random growth models (Q943536) (← links)
- On the distinguishability of random quantum states (Q946506) (← links)
- Asymptotic results in canonical discriminant analysis when the dimension is large compared to the sample size (Q947247) (← links)
- The spectrum of heavy tailed random matrices (Q956630) (← links)
- Fluctuations of eigenvalues and second order Poincaré inequalities (Q957720) (← links)
- High-dimensional asymptotic expansions for the distributions of canonical correlations (Q958920) (← links)
- A few remarks on the operator norm of random Toeplitz matrices (Q966501) (← links)
- Gaussian fluctuations of eigenvalues in Wigner random matrices (Q967624) (← links)
- The Laplacian energy of random graphs (Q972485) (← links)
- Random block matrices and matrix orthogonal polynomials (Q975319) (← links)
- Random block matrices generalizing the classical Jacobi and Laguerre ensembles (Q979241) (← links)
- The limiting spectral distribution of the product of the Wigner matrix and a nonnegative definite matrix (Q990879) (← links)
- Spectrum estimation for large dimensional covariance matrices using random matrix theory (Q1000306) (← links)
- Asymptotic expansions of test statistics for dimensionality and additional information in canonical correlation analysis when the dimension is large (Q1006670) (← links)
- The largest eigenvalues of finite rank deformation of large Wigner matrices: Convergence and nonuniversality of the fluctuations (Q1011149) (← links)
- On asymptotic behavior of multilinear eigenvalue statistics of random matrices (Q1012680) (← links)
- Fluctuations of matrix elements of regular functions of Gaussian random matrices (Q1012701) (← links)
- Universality results for the largest eigenvalues of some sample covariance matrix ensembles (Q1017885) (← links)
- General tridiagonal random matrix models, limiting distributions and fluctuations (Q1017900) (← links)
- Approximation of Haar distributed matrices and limiting distributions of eigenvalues of Jacobi ensembles (Q1017901) (← links)
- Extending the scope of empirical likelihood (Q1018635) (← links)
- Spectra of random linear combinations of matrices defined via representations and Coxeter generators of the symmetric group (Q1019095) (← links)
- Central limit theorem for linear eigenvalue statistics of random matrices with independent entries (Q1035862) (← links)
- High-dimensional asymptotic expansion of LR statistic for testing intraclass correlation structure and its error bound (Q1041067) (← links)
- Concentration of measure and spectra of random matrices: applications to correlation matrices, elliptical distributions and beyond (Q1049567) (← links)
- A note on the convergence rate of the spectral distributions of large random matrices (Q1380635) (← links)
- A chi-square test for dimensionality with non-Gaussian data (Q1421861) (← links)
- Random matrices with complex Gaussian entries (Q1425688) (← links)
- Laplacian spectral moment and Laplacian Estrada index of random graphs (Q1706543) (← links)
- Further results on distance estrada index of random graphs (Q1746697) (← links)
- A new method for bounding rates of convergence of empirical spectral distributions (Q1770906) (← links)
- The broken sample problem (Q1773992) (← links)
- Estimation of two high-dimensional covariance matrices and the spectrum of their ratio (Q1795566) (← links)
- Assessing linearity in high dimensions. (Q1848767) (← links)
- On the distribution of the largest eigenvalue in principal components analysis (Q1848863) (← links)
- Limiting spectral distribution of a special circulant (Q1871319) (← links)
- CLT for linear spectral statistics of large-dimensional sample covariance matrices. (Q1879863) (← links)
- The asymptotic distributions of the largest entries of sample correlation matrices. (Q1879895) (← links)
- The norm of polynomials in large random and deterministic matrices (Q1934355) (← links)
- Testing the independence of sets of large-dimensional variables (Q1935713) (← links)
- On finite rank deformations of Wigner matrices (Q1943320) (← links)
- Limiting spectral distribution of \(XX^{\prime }\) matrices (Q1958511) (← links)
- Semiparametric model for covariance regression analysis (Q2008100) (← links)
- Asymptotic properties on high-dimensional multivariate regression M-estimation (Q2022560) (← links)