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- 2017-04-21 Paper Structured Robust Covariance Estimation 2016-07-20 Paper Marčenko-Pastur law for Tyler's M-estimator 2016-06-03 Paper Robust computation of linear...10 bytes (16 words) - 16:50, 10 December 2023
- 2022-07-15 Paper Three-parametric Marcenko-Pastur density 2020-04-07 Paper...10 bytes (16 words) - 22:30, 24 September 2023
- β-Wishart ensembles, crossover densities and asymptotic corrections to the Marčenko–Pastur law 2013-01-24 Paper On the top eigenvalue of heavy-tailed random matrices...10 bytes (19 words) - 08:54, 9 December 2023
- multiple Schramm–Loewner evolution 2020-12-17 Paper Three-parametric Marcenko-Pastur density 2020-04-07 Paper Two-dimensional elliptic determinantal point...10 bytes (16 words) - 17:44, 7 December 2023
- quaternion covariance matrices 2017-10-20 Paper Kernel estimators for Marčenko-Pastur law of quaternion sample covariance matrices 2017-09-28 Paper Test on...10 bytes (17 words) - 12:49, 6 October 2023
- β-Wishart ensembles, crossover densities and asymptotic corrections to the Marčenko–Pastur law 2013-01-24 Paper Record statistics and persistence for a random...10 bytes (19 words) - 11:03, 7 October 2023
- spectrum estimation; covariance matrix estimation; two-sample problem; Marčenko-Pastur equation; high-dimensional asymptotics Mathematics Subject Classification...15 bytes (81 words) - 09:32, 1 February 2024
- Keywords high-dimension; microstructure noise; high-frequency; Marčenko-Pastur equation; integrated covariance matrices Mathematics Subject Classification...15 bytes (81 words) - 07:55, 1 February 2024
- https://arxiv.org/abs/1005.1862 zbMATH Keywords high frequency; Marčenko-Pastur equation; realized covariance matrix; weighted sample covariance matrix...15 bytes (81 words) - 05:16, 30 January 2024
- optimization; high-dimensional inference; principal components analysis; Marčenko-Pastur equation; eigenvalues of covariance matrices Mathematics Subject Classification...15 bytes (96 words) - 21:40, 30 January 2024
- numerical solutions; asymptotic eigenvalue distribution; generalized Marčenko-Pastur equations; large-dimensional statistics Mathematics Subject Classification...15 bytes (95 words) - 18:49, 1 February 2024
- Eigenvalue distributions of variance components estimators in high-dimensional random effects modelsprobability; covariance estimation; deterministic equivalents; Marcenko-Pastur equation Mathematics Subject Classification ID 62F12: Asymptotic properties...15 bytes (97 words) - 16:26, 2 February 2024