Convergence rate of eigenvector empirical spectral distribution of large Wigner matrices
From MaRDI portal
Publication:2423201
DOI10.1007/s00362-016-0860-xzbMath1420.62235arXiv1611.06744OpenAlexW2592675696MaRDI QIDQ2423201
Publication date: 21 June 2019
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1611.06744
Multivariate distribution of statistics (62H10) Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20)
Related Items
Convergence of eigenvector empirical spectral distribution of sample covariance matrices, The eigenvector LSD of information plus noise matrices and its application to linear regression model
Cites Work
- Unnamed Item
- Optimal bounds for convergence of expected spectral distributions to the semi-circular law
- The principal correlation components estimator and its optimality
- Sparse principal component analysis and iterative thresholding
- A note on rate of convergence in probability to semicircular law
- Analysis of a European Union election using principal component analysis
- Principal component selection via adaptive regularization method and generalized information criterion
- Limiting behavior of eigenvectors of large Wigner matrices
- Convergence rate of expected spectral distributions of large random matrices. I: Wigner matrices
- Local semicircle law and complete delocalization for Wigner random matrices
- Local expectations of the population spectral distribution of a high-dimensional covariance matrix
- On the convergence of the spectral empirical process of Wigner matrices
- Weak convergence of random functions defined by the eigenvectors of sample covariance matrices
- Sparse principal component analysis via regularized low rank matrix approximation
- Spectral analysis of large dimensional random matrices
- On the eigenvectors of large dimensional sample covariance matrices
- No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices
- A note on the convergence rate of the spectral distributions of large random matrices
- Rate of convergence to the semi-circular law
- On the distribution of the largest eigenvalue in principal components analysis
- CLT for linear spectral statistics of large-dimensional sample covariance matrices.
- On the empirical distribution of eigenvalues of a class of large dimensional random matrices
- Bulk universality for generalized Wigner matrices
- Central limit theorem for partial linear eigenvalue statistics of Wigner matrices
- Eigenvector distribution of Wigner matrices
- Functional CLT of eigenvectors for large sample covariance matrices
- On asymptotics of eigenvectors of large sample covariance matrix
- Convergence rates of eigenvector empirical spectral distribution of large dimensional sample covariance matrix
- The rate of convergence for spectra of GUE and LUE matrix ensembles
- RANDOM MATRICES: UNIVERSAL PROPERTIES OF EIGENVECTORS
- On Consistency and Sparsity for Principal Components Analysis in High Dimensions
- Asymptotic Theory for Principal Component Analysis