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

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

large dimensional sample covariance matrices with dependent data 2022-04-07 Paper On eigenvalues of a high-dimensional spatial-sign covariance matrix 2022-02-01...

covariance matrices with heavy-tails 2014-02-06 Paper Eigenvalue distribution of large sample covariance matrices of linear processes 2013-04-16 Paper Option...

high-dimensional sample correlation matrices 2023-03-22 Paper Properties of eigenvalues and eigenvectors of large-dimensional sample correlation matrices 2022-12-20...

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

complex sample covariance matrices 2012-04-22 Paper Universality of slow decorrelation in KPZ growth 2012-04-22 Paper Eigenvectors of some large sample covariance...

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

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

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

2022-06-28 Paper CLT for linear spectral statistics of high-dimensional sample covariance matrices in elliptical distributions 2022-06-16 Paper Asymptotic properties...

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

for extreme eigenvalues of real-valued sample covariance matrices 2021-06-08 Paper High-dimensional two-sample mean vectors test and support recovery with...

Paper Limit Spectra of Random Gram Matrices 2017-05-30 Paper Numerical simulation for functions of sample covariance matrices 2013-07-22 Paper Stable estimators...

Paper Strong convergence of ESD for large quaternion sample covariance matrices and correlation matrices when p/n → 0 2020-04-22 Paper Contribution of calcium...

Characteristic polynomials of sample covariance matrices 2011-06-28 Paper Asymptotics of Characteristic Polynomials of Wigner Matrices at the Edge of the Spectrum...

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

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

a large dimensional sample covariance matrix 1989-01-01 Paper On the eigenvectors of large dimensional sample covariance matrices 1989-01-01 Paper A note...

Publication Type Eigenvalue Estimation of the Exponentially Windowed Sample Covariance Matrices 2017-04-28 Paper Conditional expectation of weak random elements...