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in Sample Covariance Matrix Models 2017-06-08 Paper Identifying the number of factors from singular values of a large sample auto-covariance matrix 2017-05-02...

of a rescaled sample precision matrix 2015-12-30 Paper Strong limit of the extreme eigenvalues of a symmetrized auto-cross covariance matrix 2015-11-24 Paper...

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...

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

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...

of the Normalized Sample Covariance Matrix in a Heterogeneous Noise With Application to Low Rank STAP Filter 2018-07-18 Paper Covariance Structure Maximum-Likelihood...

of some sample covariance matrix ensembles 2009-05-13 Paper Airy kernel with two sets of parameters in directed percolation and random matrix theory 2008-09-10...

for quantiles of pooled samples 1994-05-24 Paper Limit of the smallest eigenvalue of a large dimensional sample covariance matrix 1994-01-19 Paper https://portal...

variance-covariance matrix when \(pn^{-1} \to y \in (0,\ \infty)\). 2019-08-30 Paper Consistency of large dimensional sample covariance matrix under weak...

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...

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

Paper On estimation of a matrix of normal means with unknown covariance matrix 1991-01-01 Paper Estimating the covariance matrix and the generalized variance...

High-Dimensional Distance Covariance Matrix With Application 2023-05-23 Paper On eigenvalues of a high-dimensional spatial-sign covariance matrix 2022-02-01 Paper...

of sample covariance matrix generated by VARMA 2021-12-18 Paper A supplement on CLT for LSS under a large dimensional generalized spiked covariance model...

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

a large dimensional sample covariance matrix 2014-01-24 Paper On a model selection problem from high-dimensional sample covariance matrices 2011-08-16...

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 covariance matrix based on high-frequency noisy observations 2018-05-18 Paper Functional CLT of eigenvectors for large sample covariance matrices...

large-dimensional covariance matrix under Stein's loss 2018-05-18 Paper Spectrum estimation: a unified framework for covariance matrix estimation and PCA...

Pooling in Two-Sample Sparse Inference 2020-09-15 Paper Simultaneous Covariance Inference for Multimodal Integrative Analysis 2020-09-15 Paper Matrix Graph Hypothesis...