Pages that link to "Item:Q1307081"
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The following pages link to No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices (Q1307081):
Displayed 50 items.
- Asymptotic properties of principal component analysis and shrinkage-bias adjustment under the generalized spiked population model (Q131450) (← links)
- Nonlinear shrinkage estimation of large-dimensional covariance matrices (Q149570) (← links)
- An adaptable generalization of Hotelling's $T^2$ test in high dimension (Q151159) (← links)
- Kernel spectral clustering of large dimensional data (Q302428) (← links)
- Numerical simulation for functions of sample covariance matrices (Q354867) (← links)
- Limits of spiked random matrices. I (Q365716) (← links)
- Convergence of the largest singular value of a polynomial in independent Wigner matrices (Q373563) (← links)
- Additive/multiplicative free subordination property and limiting eigenvectors of spiked additive deformations of Wigner matrices and spiked sample covariance matrices (Q376265) (← links)
- Estimation of the population spectral distribution from a large dimensional sample covariance matrix (Q394089) (← links)
- Large dimensional analysis and optimization of robust shrinkage covariance matrix estimators (Q406518) (← links)
- Central limit theorems for linear spectral statistics of large dimensional \(F\)-matrices (Q424702) (← links)
- Strong convergence of ESD for the generalized sample covariance matrices when \(p/n \rightarrow 0\) (Q433567) (← links)
- On the estimation of integrated covariance matrices of high dimensional diffusion processes (Q449988) (← links)
- Robust spiked random matrices and a robust G-MUSIC estimator (Q495368) (← links)
- Density of eigenvalues and its perturbation invariance in unitary ensembles of random matrices (Q606669) (← links)
- Nonparametric estimate of spectral density functions of sample covariance matrices: a first step (Q620566) (← links)
- Functional CLT for sample covariance matrices (Q627288) (← links)
- Spectral convergence for a general class of random matrices (Q633054) (← links)
- Eigenvectors of some large sample covariance matrix ensembles (Q644783) (← links)
- Convergence rates to the Marchenko-Pastur type distribution (Q655317) (← links)
- Central limit theorem for Hotelling's \(T^{2}\) statistic under large dimension (Q655585) (← links)
- Asymptotic properties of eigenmatrices of a large sample covariance matrix (Q655590) (← links)
- Limiting behavior of eigenvectors of large Wigner matrices (Q664479) (← links)
- Anisotropic local laws for random matrices (Q682801) (← links)
- Spectral norm of products of random and deterministic matrices (Q718893) (← links)
- Central limit theorem for linear spectral statistics of large dimensional quaternion sample covariance matrices (Q725526) (← links)
- Large complex correlated Wishart matrices: fluctuations and asymptotic independence at the edges (Q726805) (← links)
- Central limit theorems for eigenvalues in a spiked population model (Q731681) (← links)
- On sample eigenvalues in a generalized spiked population model (Q765838) (← links)
- Large deviations for the largest eigenvalue of Rademacher matrices (Q784177) (← links)
- Gaussian fluctuations for linear eigenvalue statistics of products of independent iid random matrices (Q785408) (← links)
- Central limit theorem for linear spectral statistics of large dimensional Kendall's rank correlation matrices and its applications (Q820817) (← links)
- The spectrum of kernel random matrices (Q847627) (← links)
- Gaussian fluctuations for non-Hermitian random matrix ensembles (Q874731) (← links)
- Strong limit of the extreme eigenvalues of a symmetrized auto-cross covariance matrix (Q894819) (← links)
- Second order statistics of robust estimators of scatter. Application to GLRT detection for elliptical signals (Q900808) (← links)
- No eigenvalues outside the support of the limiting empirical spectral distribution of a separable covariance matrix (Q958905) (← links)
- Universality in complex Wishart ensembles for general covariance matrices with 2 distinct eigenvalues (Q962215) (← links)
- Almost sure limit of the smallest eigenvalue of some sample correlation matrices (Q966514) (← links)
- The limiting spectral distribution of the product of the Wigner matrix and a nonnegative definite matrix (Q990879) (← links)
- Analysis of the limiting spectral distribution of large dimensional information-plus-noise type matrices (Q997001) (← links)
- Statistical eigen-inference from large Wishart matrices (Q1000310) (← links)
- The largest eigenvalues of finite rank deformation of large Wigner matrices: Convergence and nonuniversality of the fluctuations (Q1011149) (← links)
- Concentration of measure and spectra of random matrices: applications to correlation matrices, elliptical distributions and beyond (Q1049567) (← links)
- Exact separation of eigenvalues of large dimensional sample covariance matrices (Q1568298) (← links)
- Consistency of AIC and BIC in estimating the number of significant components in high-dimensional principal component analysis (Q1650069) (← links)
- A random matrix approach to neural networks (Q1650102) (← links)
- Numerical implementation of the QuEST function (Q1658388) (← links)
- A necessary and sufficient condition for edge universality at the largest singular values of covariance matrices (Q1661567) (← links)
- A nonparametric eigenvalue-regularized integrated covariance matrix estimator for asset return data (Q1668581) (← links)
