Pages that link to "Item:Q1049567"

The following pages link to Concentration of measure and spectra of random matrices: applications to correlation matrices, elliptical distributions and beyond (Q1049567):

Displaying 49 items.

• Controlling the least eigenvalue of a random Gram matrix (Q286141) (← links)
• Marčenko-Pastur law for Tyler's M-estimator (Q290712) (← links)
• Kernel spectral clustering of large dimensional data (Q302428) (← links)
• Cleaning large correlation matrices: tools from random matrix theory (Q521794) (← links)
• On information plus noise kernel random matrices (Q605943) (← links)
• High-dimensionality effects in the Markowitz problem and other quadratic programs with linear constraints: risk underestimation (Q620558) (← links)
• Spectral convergence for a general class of random matrices (Q633054) (← links)
• On the impact of predictor geometry on the performance on high-dimensional ridge-regularized generalized robust regression estimators (Q681518) (← links)
• The spectrum of kernel random matrices (Q847627) (← links)
• Asymptotics for high dimensional regression \(M\)-estimates: fixed design results (Q1626624) (← links)
• Almost sure convergence of the largest and smallest eigenvalues of high-dimensional sample correlation matrices (Q1639676) (← links)
• A random matrix approach to neural networks (Q1650102) (← links)
• High-dimensional covariance matrices in elliptical distributions with application to spherical test (Q1731770) (← links)
• On the inference about the spectral distribution of high-dimensional covariance matrix based on high-frequency noisy observations (Q1750277) (← links)
• Large sample correlation matrices: a comparison theorem and its applications (Q2082651) (← links)
• Properties of eigenvalues and eigenvectors of large-dimensional sample correlation matrices (Q2108908) (← links)
• Limiting distributions for eigenvalues of sample correlation matrices from heavy-tailed populations (Q2112809) (← links)
• Limiting spectral distribution of large dimensional Spearman's rank correlation matrices (Q2146458) (← links)
• Convergence of eigenvector empirical spectral distribution of sample covariance matrices (Q2196201) (← links)
• Point process convergence for the off-diagonal entries of sample covariance matrices (Q2240824) (← links)
• Edge universality of separable covariance matrices (Q2279318) (← links)
• Universality for the largest eigenvalue of sample covariance matrices with general population (Q2338931) (← links)
• On the Marčenko-Pastur law for linear time series (Q2343959) (← links)
• Limiting spectral distribution of renormalized separable sample covariance matrices when \(p/n\to 0\) (Q2438628) (← links)
• Random matrix theory in statistics: a review (Q2453609) (← links)
• Distribution of eigenvalues of large Euclidean matrices generated from \(l_p\) ellipsoid (Q2454012) (← links)
• Tracy-Widom limit for the largest eigenvalue of high-dimensional covariance matrices in elliptical distributions (Q2676949) (← links)
• Central limit theorem of linear spectral statistics of high-dimensional sample correlation matrices (Q2692519) (← links)
• Detecting approximate replicate components of a high-dimensional random vector with latent structure (Q2692538) (← links)
• Most powerful test against a sequence of high dimensional local alternatives (Q2697980) (← links)
• SOME REMARKS ON THE DOZIER–SILVERSTEIN THEOREM FOR RANDOM MATRICES WITH DEPENDENT ENTRIES (Q2844433) (← links)
• THE SPECTRUM OF RANDOM KERNEL MATRICES: UNIVERSALITY RESULTS FOR ROUGH AND VARYING KERNELS (Q2853395) (← links)
• From Fixed-X to Random-X Regression: Bias-Variance Decompositions, Covariance Penalties, and Prediction Error Estimation (Q3304841) (← links)
• Can we trust the bootstrap in high-dimension? (Q4558141) (← links)
• On the Spectrum of Sample Covariance Matrices for Time Series (Q4580422) (← links)
• Graph connection Laplacian and random matrices with random blocks (Q4603693) (← links)
• Stochastic orderings of multivariate elliptical distributions (Q4997205) (← links)
• Asymptotics of eigenstructure of sample correlation matrices for high-dimensional spiked models (Q5004034) (← links)
• Spectral Properties of Rescaled Sample Correlation Matrix (Q5041343) (← links)
• Limiting Spectral Distribution for Large Sample Covariance Matrices with Graph-Dependent Elements (Q5046631) (← links)
• Learning curves of generic features maps for realistic datasets with a teacher-student model* (Q5055409) (← links)
• High-dimensional sample covariance matrices with Curie-Weiss entries (Q5140268) (← links)
• On the singular value distribution of large-dimensional data matrices whose columns have different correlations (Q5222211) (← links)
• Graph connection Laplacian methods can be made robust to noise (Q5963525) (← links)
• Marchenko–Pastur law with relaxed independence conditions (Q6063726) (← links)
• On eigenvalues of a high-dimensional Kendall's rank correlation matrix with dependence (Q6084694) (← links)
• Marchenko-Pastur law for a random tensor model (Q6110561) (← links)
• A bootstrap method for spectral statistics in high-dimensional elliptical models (Q6170616) (← links)
• Logarithmic law of large random correlation matrices (Q6178564) (← links)