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- Oliver Pfaffel (section List of research outcomes)Paper Eigenvalues of sample covariance matrices of non-linear processes with infinite variance 2012-11-26 Paper Limiting spectral distribution of a new...10 bytes (16 words) - 20:02, 9 December 2023
- Reinhard Furrer (section List of research outcomes)Asymptotic properties of multivariate tapering for estimation and prediction 2016-06-03 Paper On the smallest eigenvalues of covariance matrices of multivariate...10 bytes (16 words) - 16:49, 10 December 2023
- Jinwoong Kwak (section List of research outcomes)Publication Date of Publication Type Extremal eigenvalues of sample covariance matrices with general population 2021-09-10 Paper...10 bytes (16 words) - 01:44, 7 October 2023
- Denise Uwamariya (section List of research outcomes)Publication Date of Publication Type Large deviations of extremal eigenvalues of sample covariance matrices 2024-01-12 Paper Large-deviation asymptotics of condition...10 bytes (16 words) - 12:32, 14 March 2024
- D. Tieplova (section List of research outcomes)Date of Publication Type On the behavior of large empirical autocovariance matrices between the past and the future 2021-12-18 Paper Distribution of Eigenvalues...10 bytes (16 words) - 03:06, 25 September 2023
- Jaewhi Park (section List of research outcomes)Publication Date of Publication Type Tracy-Widom limit for free sum of random matrices 2021-10-11 Paper Extremal eigenvalues of sample covariance matrices with general...10 bytes (16 words) - 01:44, 7 October 2023
- Guangming Pan (section List of research outcomes)Statistics of MIMO Channels and CLT of Sample Covariance Matrices 2017-04-28 Paper Fluctuations of linear eigenvalues statistics for Wigner matrices: edge case...10 bytes (16 words) - 00:09, 11 December 2023
- Sandrine Péché (section List of research outcomes)Paper Eigenvectors of some large sample covariance matrix ensembles 2011-11-07 Paper The largest eigenvalues of sample covariance matrices for a spiked population:...10 bytes (17 words) - 21:34, 9 December 2023
- Ke-Hai Yuan (section List of research outcomes)uniform convergence of stochastic functions with applications 1997-09-04 Paper Test of linear trend in eigenvalues of k covariance matrices with applications...10 bytes (17 words) - 01:37, 10 December 2023
- Delphine Féral (section List of research outcomes)and eigenvalues of spiked deformations of Wigner matrices 2012-06-22 Paper Central limit theorems for eigenvalues of deformations of Wigner matrices 2012-04-22...10 bytes (16 words) - 12:28, 6 October 2023
- Zhi-Dong Bai (section List of research outcomes)2015-05-11 Paper Extreme eigenvalues of large dimensional quaternion sample covariance matrices 2015-05-06 Paper Large Sample Covariance Matrices and High-Dimensional...10 bytes (18 words) - 19:29, 8 December 2023
- Jian-feng Yao (section List of research outcomes)linear spectral statistics of large dimensional sample covariance matrices with dependent data 2022-04-07 Paper On eigenvalues of a high-dimensional spatial-sign...10 bytes (17 words) - 21:09, 8 December 2023
- Ji Oon Lee (section List of research outcomes)2022-12-20 Paper Extremal eigenvalues of sample covariance matrices with general population 2021-09-10 Paper Free energy of bipartite spherical Sherrington-Kirkpatrick...10 bytes (18 words) - 12:35, 7 October 2023
- Wei-Ming Li (section List of research outcomes)for high-dimensional covariance matrices 2014-06-04 Paper A local moment estimator of the spectrum of a large dimensional covariance matrix 2014-04-29 Paper...10 bytes (17 words) - 01:42, 10 December 2023
- Shurong Zheng (section List of research outcomes)correlation matrices 2023-03-22 Paper Asymptotic independence of spiked eigenvalues and linear spectral statistics for large sample covariance matrices 2022-11-02...10 bytes (16 words) - 20:47, 11 December 2023
- Yanqing Yin (section List of research outcomes)theorems for eigenvalues of general sample covariance matrices 2022-07-26 Paper Spectral statistics of high dimensional sample covariance matrix with unbounded...10 bytes (16 words) - 22:44, 9 December 2023
- Wang Zhou (section List of research outcomes)deviations for extreme eigenvalues of real-valued sample covariance matrices 2021-06-08 Paper Testing Kronecker Product Covariance Matrices for High-dimensional...10 bytes (16 words) - 15:47, 11 December 2023
- James R. Schott (section List of research outcomes)Reduced-rank estimation of the difference between two covariance matrices 2010-01-22 Paper A test for the equality of covariance matrices when the dimension...10 bytes (18 words) - 15:44, 8 December 2023
- Peter M. Bentler (section List of research outcomes)The asymptotic covariance matrix of maximum-likelihood estimates in factor analysis: The case of nearly singular matrix of estimates of unique variances...10 bytes (19 words) - 21:54, 11 December 2023
- Vyacheslav L. Girko (section List of research outcomes)transform of spectral functions of singular eigenvalues 1990-01-01 Paper Asymptotics of the distribution of the spectrum of random matrices 1989-01-01...10 bytes (18 words) - 23:04, 9 December 2023