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Estimator in Sample Covariance Matrix Models 2017-06-08 Paper Identifying the number of factors from singular values of a large sample auto-covariance matrix...

of high-dimensional covariance matrices 2022-06-01 Paper CLT for linear spectral statistics of large dimensional sample covariance matrices with dependent...

density functions of sample covariance matrices: a first step 2011-01-19 Paper Limiting Spectral Distribution for Large Sample Covariance Matrices withm-Dependent...

for the sample covariance matrix of a heavy-tailed multivariate time series 2016-02-15 Paper Limit theory for the largest eigenvalues of sample covariance...

Properties of Rescaled Sample Correlation Matrix 2022-10-13 Paper Some strong convergence theorems for eigenvalues of general sample covariance matrices 2022-07-26...

from a large dimensional sample covariance matrix 2014-01-24 Paper Rounded data analysis based on multi-layer ranked set sampling 2013-03-18 Paper Rounded...

for nonnull complex sample covariance matrices 2005-11-14 Paper Universality of local eigenvalue statistics for some sample covariance matrices 2005-10-06...

Paper Global one-sample tests for high-dimensional covariance matrices 2022-03-23 Paper Two-sample tests for high-dimensional covariance matrices using both...

Distribution for Large Sample Covariance Matrices with Graph-Dependent Elements 2022-11-09 Paper On the Spectrum of Sample Covariance Matrices for Time Series...

of spectral projectors of sample covariance 2017-05-02 Paper Concentration inequalities and moment bounds for sample covariance operators 2017-01-11 Paper...

Interpretation of an Alternative Formula for the Sample Covariance 2014-01-10 Paper Updating formulae for the sample covariance and correlation 2012-05-14 Paper Bounds...

quaternion sample covariance matrices 2021-01-12 Paper Central limit theorem for linear spectral statistics of general separable sample covariance matrices...

high-dimensional covariance matrices 2014-06-04 Paper Convergence rates of eigenvector empirical spectral distribution of large dimensional sample covariance matrix...

high-dimensional spatial-sign covariance matrix 2022-02-01 Paper Tracy–Widom law for the largest eigenvalue of sample covariance matrix generated by VARMA...

Paper High-dimensional sample covariance matrices with Curie-Weiss entries 2020-12-15 Paper The eigenstructure of the sample covariance matrices of high-dimensional...

eigenvectors of sample covariance matrices 1990-01-01 Paper On the weak limit of the largest eigenvalue of a large dimensional sample covariance matrix 1989-01-01...

high-dimensional sample covariance matrices in elliptical distributions 2022-06-16 Paper Nonparametric estimate of spectral density functions of sample covariance...

general sample covariance matrix when \(p/n \to \infty\) and applications 2023-08-31 Paper On singular values of large dimensional lag-\(\tau\) sample auto-correlation...

of high-dimensional band sample covariance matrices 2018-10-26 Paper Spectral analysis of high-dimensional sample covariance matrices with missing observations...

Tensor Model of Sample Covariance Matrices 2024-02-12 Paper On the empirical spectral distribution for certain models related to sample covariance matrices with...