scientific article

From MaRDI portal
Revision as of 01:18, 5 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:3551026

zbMath1196.60002MaRDI QIDQ3551026

Zhi-Dong Bai, Jack W. Silverstein

Publication date: 8 April 2010


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.





Related Items (only showing first 100 items - show all)

Separable sample covariance matrices under elliptical populations with applicationsTransformed Estimation for Panel Interactive Effects ModelsSpectrum of high-dimensional sample covariance and related matrices: a selective reviewAsymptotic Theory of Eigenvectors for Random Matrices With Diverging SpikesCentral limit theorem for linear spectral statistics of general separable sample covariance matrices with applicationsTesting proportionality of two large-dimensional covariance matricesOn fluctuations for random band Toeplitz matricesEigenvalues of block structured asymmetric random matricesUniversality of the least singular value for sparse random matricesLimiting spectral distribution of large-dimensional sample covariance matrices generated by VARMAThe Tracy-Widom law for the largest eigenvalue of F type matricesLeast squares approximation with a diverging number of parametersThe Dirichlet Markov ensembleCircular law, extreme singular values and potential theoryCentral limit theorem for linear eigenvalue statistics of elliptic random matricesExtreme eigenvalues of sparse, heavy tailed random matricesEMPIRICAL DISTRIBUTIONS OF LAPLACIAN MATRICES OF LARGE DILUTE RANDOM GRAPHSFrom the Littlewood-Offord problem to the Circular Law: Universality of the spectral distribution of random matricesError bounds for kernel density estimator of spectral distribution for Gaussian unitary ensemblesAdditive/multiplicative free subordination property and limiting eigenvectors of spiked additive deformations of Wigner matrices and spiked sample covariance matricesFinite diagonal random matricesAnalytic subordination theory of operator-valued free additive convolution and the solution of a general random matrix problemErratum to: Outliers in the spectrum of iid matrices with bounded rank perturbationsOptimal prediction in the linearly transformed spiked modelSpectral properties of polynomials in independent Wigner and deterministic matricesOutliers in the spectrum for products of independent random matricesLimiting spectral distribution for a type of sample covariance matricesThe convergence on spectrum of sample covariance matrices for information-plus-noise type dataCircular law for noncentral random matricesLocal circular law for random matricesThe local circular law. II: The edge caseSpectral statistics of large dimensional Spearman's rank correlation matrix and its applicationLimit theorems and large deviations for \(\beta\)-Jacobi ensembles at scaling temperaturesNonparametric estimate of spectral density functions of sample covariance matrices: a first stepLimit theorems for linear spectrum statistics of orthogonal polynomial ensembles and their applications in random matrix theoryLarge dimensional analysis and optimization of robust shrinkage covariance matrix estimatorsA new test for the proportionality of two large-dimensional covariance matricesBeyond islands: a free probabilistic approachComplex outliers of Hermitian random matricesCovariance discriminative power of kernel clustering methodsOn the distribution of an arbitrary subset of the eigenvalues for some finite dimensional random matricesLimiting spectral distribution of a new random matrix model with dependence across rows and columnsFunctional CLT for sample covariance matricesConvergence of eigenvector empirical spectral distribution of sample covariance matricesCentral limit theorem for partial linear eigenvalue statistics of Wigner matricesLARGE SYSTEM OF SEEMINGLY UNRELATED REGRESSIONS: A PENALIZED QUASI-MAXIMUM LIKELIHOOD ESTIMATION PERSPECTIVECircular law theorem for random Markov matricesOn singular values of data matrices with general independent columnsA Simple SVD Algorithm for Finding Hidden PartitionsLimiting spectral distribution of stochastic block modelRandom covariance matrices: universality of local statistics of eigenvaluesPoisson convergence of eigenvalues of circulant type matricesOn a model selection problem from high-dimensional sample covariance matricesAround the circular lawA central limit theorem for the determinant of a Wigner matrixLaplacian spectral moment and Laplacian Estrada index of random graphsMost powerful test against a sequence of high dimensional local alternativesRandom matrices: law of the determinantSpectrum of non-Hermitian heavy tailed random matricesEigenvectors of some large sample covariance matrix ensemblesLimiting Eigenvectors of Outliers for Spiked Information-Plus-Noise Type MatricesRandom matrices: universality of ESDs and the circular lawLimiting spectral distribution of \(XX^{\prime }\) matricesRandom matrices: Universality of local eigenvalue statistics up to the edgeA random matrix approach to VARMA processesRandom doubly stochastic matrices: the circular lawGaussian fluctuation for linear eigenvalue statistics of large dilute Wigner matricesThe local circular law. III: General caseRobust spiked random matrices and a robust G-MUSIC estimatorPartial linear eigenvalue statistics for Wigner and sample covariance random matricesA unified matrix model including both CCA and F matrices in multivariate analysis: the largest eigenvalue and its applicationsFluctuations of linear eigenvalues statistics for Wigner matrices: edge caseNo eigenvalues outside the support of the limiting empirical spectral distribution of a separable covariance matrixAsymptotics of the principal components estimator of large factor models with weakly influential factorsSparse regular random graphs: spectral density and eigenvectorsThe rank of diluted random graphsAlmost sure limit of the smallest eigenvalue of some sample correlation matricesSpectral analysis of large block random matrices with rectangular blocksStrong convergence of the empirical distribution of eigenvalues of sample covariance matrices with a perturbation matrixRandom matrices: The distribution of the smallest singular valuesThe circular law for random matricesBounds on the norm of Wigner-type random matricesStatistical eigen-inference from large Wishart matricesOn the universality of the non-singularity of general Ginibre and Wigner random matricesProducts of independent elliptic random matricesBulk behaviour of some patterned block matricesCLT for Linear Spectral Statistics of Hermitian Wigner Matrices with General Moment ConditionsOn the behavior of large empirical autocovariance matrices between the past and the futureApproximation of Haar distributed matrices and limiting distributions of eigenvalues of Jacobi ensemblesOn the singular value distribution of large-dimensional data matrices whose columns have different correlationsPrincipal Component Analysis of High-Frequency DataOn sample eigenvalues in a generalized spiked population modelSharp bounds for sums associated to graphs of matricesSecond-order moment convergence rates for spectral statistics of random matricesCorrections to LRT on large-dimensional covariance matrix by RMTSparsistency and rates of convergence in large covariance matrix estimationRatio-consistent estimation for long range dependent Toeplitz covariance with application to matrix data whiteningCentral limit theorem for fluctuations of linear eigenvalue statistics of large random graphsGaussian fluctuations for linear eigenvalue statistics of products of independent iid random matricesTesting linear hypotheses in high-dimensional regressions







This page was built for publication: