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- Kevin Schnelli (section List of research outcomes)largest eigenvalue of sample covariance matrices 2023-06-05 Paper Convergence rate to the Tracy-Widom laws for the largest eigenvalue of Wigner matrices 2022-06-28...10 bytes (16 words) - 15:37, 6 October 2023
- Yuanyuan Xu (section List of research outcomes)largest eigenvalue of Wigner matrices 2022-06-28 Paper Central Limit Theorem for Mesoscopic Eigenvalue Statistics of the Free Sum of Matrices 2022-04-05...10 bytes (16 words) - 00:19, 25 September 2023
- Zhigang Bao (section List of research outcomes)the extreme eigenvalues of sample correlation matrices 2012-10-23 Paper Strong convergence of ESD for the generalized sample covariance matrices when \(p/n...10 bytes (16 words) - 15:37, 6 October 2023
- Jun Yin (section List of research outcomes)approach to universality of the local statistics for random matrices 2012-04-22 Paper Rigidity of eigenvalues of generalized Wigner matrices 2012-03-02 Paper Universality...10 bytes (16 words) - 15:05, 11 December 2023
- Mohsen Pourahmadi (section List of research outcomes)Nonstationary Covariance Matrices of Replicated Time Series 2023-10-09 Paper Positive-definite thresholding estimators of covariance matrices with zeros 2023-08-08...10 bytes (17 words) - 22:22, 8 December 2023
- Yoshihiko Konno (section List of research outcomes)Estimation of a normal covariance matrix with incomplete data under Stein's loss 1995-07-03 Paper A note on estimating eigenvalues of scale matrix of the multivariate...10 bytes (16 words) - 10:49, 9 December 2023
- Dandan Jiang (section List of research outcomes)Testing the independence of sets of large-dimensional variables 2013-02-19 Paper Likelihood ratio tests for covariance matrices of high-dimensional normal...10 bytes (16 words) - 02:19, 11 December 2023
- Van H. Vu (section List of research outcomes)discrete matrices of given row sum 2014-04-07 Paper Random matrices: law of the determinant 2014-03-06 Paper THE SPECTRUM OF RANDOM KERNEL MATRICES: UNIVERSALITY...10 bytes (20 words) - 17:17, 8 December 2023
- David E. Tyler (section List of research outcomes)Paper On the eigenvalues of the spatial sign covariance matrix in more than two dimensions 2016-04-22 Paper A cautionary note on robust covariance plug-in methods...10 bytes (19 words) - 03:16, 10 December 2023
- Robert J. Boik (section List of research outcomes)accurate inference on eigenvalues of covariance and correlation matrices 2005-11-14 Paper Spectral models for covariance matrices 2002-11-14 Paper Response...10 bytes (18 words) - 18:20, 11 December 2023
- Victor Perez-Abreu (section List of research outcomes)Laplacian Random Matrices 2021-01-20 Paper On the Capacity of Block Multiantenna Channels 2017-10-19 Paper On the Process of the Eigenvalues of a Hermitian...10 bytes (18 words) - 19:36, 9 December 2023
- László Erdős (section List of research outcomes)class of random block band matrices 2017-04-28 Paper Local law for random Gram matrices 2017-03-21 Paper Local law of addition of random matrices on optimal...10 bytes (17 words) - 15:55, 9 December 2023
- Guang-Hui Cheng (section List of research outcomes)equality of two high‐dimensional spatial sign covariance matrices 2019-03-21 Paper Test for bandedness of high-dimensional precision matrices 2018-01-05...10 bytes (17 words) - 23:19, 9 December 2023
- Jamal Najim (section List of research outcomes)statistics of large random information-plus-noise matrices 2020-04-07 Paper Unbounded largest eigenvalue of large sample covariance matrices: asymptotics...10 bytes (16 words) - 14:38, 10 December 2023
- Fluctuations of matrix entries of regular functions of Wigner matrices 2012-03-02 Paper On the lower bound of the spectral norm of symmetric random matrices with...10 bytes (18 words) - 16:45, 11 December 2023
- Anna V. Maltsev (section List of research outcomes)at the hard edge of sample covariance matrices 2014-02-24 Paper A Wegner estimate for Wigner matrices 2012-07-03 Paper Average density of states for Hermitian...10 bytes (18 words) - 02:29, 11 December 2023
- Mireille Capitaine (section List of research outcomes)and eigenvalues of spiked deformations of Wigner matrices 2012-06-22 Paper Central limit theorems for eigenvalues of deformations of Wigner matrices 2012-04-22...10 bytes (16 words) - 15:56, 7 December 2023
- Yi-Ting Li (section List of research outcomes)distributions of eigenvalues for random block Toeplitz and Hankel matrices 2012-02-13 Paper A note on eigenvalues of random block Toeplitz matrices with slowly...10 bytes (17 words) - 17:08, 12 December 2023
- Jianqing Fan (section List of research outcomes)Heterogeneous Massive Data 2022-10-14 Paper An overview of the estimation of large covariance and precision matrices 2022-08-02 Paper Bayesian factor-adjusted sparse...10 bytes (17 words) - 15:40, 7 December 2023
- Richard A. Davis (section List of research outcomes)with application to environmental data 2013-03-05 Paper Eigenvalues of sample covariance matrices of non-linear processes with infinite variance 2012-11-26...10 bytes (19 words) - 20:59, 9 December 2023
