Pages that link to "Item:Q1092547"
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The following pages link to On the limit of the largest eigenvalue of the large dimensional sample covariance matrix (Q1092547):
Displayed 50 items.
- Convergence of the largest eigenvalue of normalized sample covariance matrices when \(p\) and \(n\) both tend to infinity with their ratio converging to zero (Q1932236) (← links)
- The norm of polynomials in large random and deterministic matrices (Q1934355) (← links)
- Unbounded largest eigenvalue of large sample covariance matrices: asymptotics, fluctuations and applications (Q2002709) (← links)
- Approximate Spielman-Teng theorems for the least singular value of random combinatorial matrices (Q2040198) (← links)
- Eigenvectors and controllability of non-Hermitian random matrices and directed graphs (Q2042849) (← links)
- In memoriam: Paruchuri Rama Krishnaiah (1932--1987). A tribute (Q2062778) (← links)
- Random matrix theory and its applications (Q2075698) (← links)
- Large sample correlation matrices: a comparison theorem and its applications (Q2082651) (← links)
- Tracy-Widom at each edge of real covariance and MANOVA estimators (Q2083270) (← links)
- On the eigenvectors of large-dimensional sample spatial sign covariance matrices (Q2101471) (← links)
- CDPA: common and distinctive pattern analysis between high-dimensional datasets (Q2137801) (← links)
- Total variation approximation of random orthogonal matrices by Gaussian matrices (Q2181628) (← links)
- Smallest singular value and limit eigenvalue distribution of a class of non-Hermitian random matrices with statistical application (Q2181731) (← links)
- Just interpolate: kernel ``ridgeless'' regression can generalize (Q2196223) (← links)
- High-dimensional general linear hypothesis tests via non-linear spectral shrinkage (Q2203614) (← links)
- Spectral radii of sparse random matrices (Q2227480) (← links)
- Principal regression for high dimensional covariance matrices (Q2233571) (← links)
- Edge universality of separable covariance matrices (Q2279318) (← links)
- Random matrix theory for heavy-tailed time series (Q2314507) (← links)
- A diagnostic criterion for approximate factor structure (Q2330733) (← links)
- Extreme eigenvalues of large dimensional quaternion sample covariance matrices (Q2343830) (← links)
- On asymptotics of eigenvectors of large sample covariance matrix (Q2373573) (← links)
- A two-sample test for high-dimensional data with applications to gene-set testing (Q2380090) (← links)
- Kernel estimators for Marčenko-Pastur law of quaternion sample covariance matrices (Q2405945) (← links)
- Simultaneous testing of mean vector and covariance matrix for high-dimensional data (Q2407080) (← links)
- On the convergence of the extremal eigenvalues of empirical covariance matrices with dependence (Q2413247) (← links)
- Central limit theorem for linear spectral statistics of large dimensional separable sample covariance matrices (Q2419661) (← links)
- Convergence rates of eigenvector empirical spectral distribution of large dimensional sample covariance matrix (Q2438762) (← links)
- Comparison between two types of large sample covariance matrices (Q2451115) (← links)
- Random matrix theory in statistics: a review (Q2453609) (← links)
- Universality of covariance matrices (Q2454401) (← links)
- The application of spectral distribution of product of two random matrices in the factor analysis (Q2465139) (← links)
- Some high-dimensional tests for a one-way MANOVA (Q2474245) (← links)
- The Littlewood-Offord problem and invertibility of random matrices (Q2483181) (← links)
- A high-dimensional test for the equality of the smallest eigenvalues of a covariance matrix (Q2489488) (← links)
- Non-white Wishart ensembles (Q2489490) (← links)
- Eigenvalues of large sample covariance matrices of spiked population models (Q2507762) (← links)
- Convergence rates of spectral distributions of large dimensional quaternion sample covariance matrices (Q2513788) (← links)
- Asymmetry helps: eigenvalue and eigenvector analyses of asymmetrically perturbed low-rank matrices (Q2656603) (← links)
- HodgeRank Is the Limit of Perron Rank (Q2806823) (← links)
- DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS (Q2981828) (← links)
- On the largest singular values of random matrices with independent Cauchy entries (Q3024254) (← links)
- The largest eigenvalues of sample covariance matrices for a spiked population: Diagonal case (Q3069151) (← links)
- Inference for low- and high-dimensional multigroup repeated measures designs with unequal covariance matrices (Q3188695) (← links)
- Harmonic means of Wishart random matrices (Q3385474) (← links)
- Tracy–Widom law for the largest eigenvalue of sample covariance matrix generated by VARMA (Q3385481) (← links)
- Singular values of large non-central random matrices (Q3387063) (← links)
- Sampling convex bodies: a random matrix approach (Q3425974) (← links)
- Random weighted projections, random quadratic forms and random eigenvectors (Q3460520) (← links)
- Large deviations for eigenvalues of sample covariance matrices, with applications to mobile communication systems (Q3603197) (← links)