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Paper Eigenvalues of sample covariance matrices of non-linear processes with infinite variance 2012-11-26 Paper Limiting spectral distribution of a new...

Asymptotic properties of multivariate tapering for estimation and prediction 2016-06-03 Paper On the smallest eigenvalues of covariance matrices of multivariate...

Publication Date of Publication Type Extremal eigenvalues of sample covariance matrices with general population 2021-09-10 Paper...

Publication Date of Publication Type Large deviations of extremal eigenvalues of sample covariance matrices 2024-01-12 Paper Large-deviation asymptotics of condition...

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...

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...

Statistics of MIMO Channels and CLT of Sample Covariance Matrices 2017-04-28 Paper Fluctuations of linear eigenvalues statistics for Wigner matrices: edge case...

Paper Eigenvectors of some large sample covariance matrix ensembles 2011-11-07 Paper The largest eigenvalues of sample covariance matrices for a spiked population:...

uniform convergence of stochastic functions with applications 1997-09-04 Paper Test of linear trend in eigenvalues of k covariance matrices with applications...

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...

2015-05-11 Paper Extreme eigenvalues of large dimensional quaternion sample covariance matrices 2015-05-06 Paper Large Sample Covariance Matrices and High-Dimensional...

linear spectral statistics of large dimensional sample covariance matrices with dependent data 2022-04-07 Paper On eigenvalues of a high-dimensional spatial-sign...

2022-12-20 Paper Extremal eigenvalues of sample covariance matrices with general population 2021-09-10 Paper Free energy of bipartite spherical Sherrington-Kirkpatrick...

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...

deviations for extreme eigenvalues of real-valued sample covariance matrices 2021-06-08 Paper Testing Kronecker Product Covariance Matrices for High-dimensional...

correlation matrices 2023-03-22 Paper Asymptotic independence of spiked eigenvalues and linear spectral statistics for large sample covariance matrices 2022-11-02...

The asymptotic covariance matrix of maximum-likelihood estimates in factor analysis: The case of nearly singular matrix of estimates of unique variances...

theorems for eigenvalues of general sample covariance matrices 2022-07-26 Paper Spectral statistics of high dimensional sample covariance matrix with unbounded...

transform of spectral functions of singular eigenvalues 1990-01-01 Paper Asymptotics of the distribution of the spectrum of random matrices 1989-01-01...

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...