Pages that link to "Item:Q1568298"

The following pages link to Exact separation of eigenvalues of large dimensional sample covariance matrices (Q1568298):

Displaying 40 items.

• Tests for large-dimensional covariance structure based on Rao's score test (Q321908) (← links)
• Limits of spiked random matrices. I (Q365716) (← links)
• Erratum to: Outliers in the spectrum of iid matrices with bounded rank perturbations (Q377530) (← links)
• Central limit theorems for linear spectral statistics of large dimensional \(F\)-matrices (Q424702) (← links)
• Eigenvectors of some large sample covariance matrix ensembles (Q644783) (← links)
• Convergence rates to the Marchenko-Pastur type distribution (Q655317) (← links)
• Anisotropic local laws for random matrices (Q682801) (← links)
• Spectral norm of products of random and deterministic matrices (Q718893) (← links)
• Large complex correlated Wishart matrices: fluctuations and asymptotic independence at the edges (Q726805) (← links)
• On sample eigenvalues in a generalized spiked population model (Q765838) (← links)
• The spectrum of kernel random matrices (Q847627) (← links)
• Universality in complex Wishart ensembles for general covariance matrices with 2 distinct eigenvalues (Q962215) (← 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)
• The largest eigenvalues of finite rank deformation of large Wigner matrices: Convergence and nonuniversality of the fluctuations (Q1011149) (← links)
• Numerical implementation of the QuEST function (Q1658388) (← links)
• Optimal estimation of a large-dimensional covariance matrix under Stein's loss (Q1750102) (← links)
• CLT for linear spectral statistics of large-dimensional sample covariance matrices. (Q1879863) (← links)
• On bilinear forms based on the resolvent of large random matrices (Q1943319) (← links)
• Unbounded largest eigenvalue of large sample covariance matrices: asymptotics, fluctuations and applications (Q2002709) (← links)
• Tracy-Widom at each edge of real covariance and MANOVA estimators (Q2083270) (← links)
• Asymptotic independence of spiked eigenvalues and linear spectral statistics for large sample covariance matrices (Q2091835) (← links)
• On the eigenvectors of large-dimensional sample spatial sign covariance matrices (Q2101471) (← links)
• Correlated random matrices: band rigidity and edge universality (Q2179602) (← links)
• The Dyson equation with linear self-energy: spectral bands, edges and cusps (Q2205221) (← links)
• Generalized four moment theorem and an application to CLT for spiked eigenvalues of high-dimensional covariance matrices (Q2214247) (← links)
• Spectrum estimation: a unified framework for covariance matrix estimation and PCA in large dimensions (Q2350071) (← links)
• On asymptotics of eigenvectors of large sample covariance matrix (Q2373573) (← 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)
• A random matrix approach to the lack of projections in \(C_{\mathrm {red}}^{\ast}(\mathbb F_2)\) (Q2496711) (← links)
• Eigenvalues of large sample covariance matrices of spiked population models (Q2507762) (← links)
• Halting time is predictable for large models: a universality property and average-case analysis (Q2697399) (← links)
• A Survey on the Eigenvalues Local Behavior of Large Complex Correlated Wishart Matrices (Q2786531) (← links)
• Analysis of the limiting spectral measure of large random matrices of the separable covariance type (Q2935253) (← links)
• ENHANCEMENT OF THE APPLICABILITY OF MARKOWITZ'S PORTFOLIO OPTIMIZATION BY UTILIZING RANDOM MATRIX THEORY (Q3650926) (← links)
• Principal Eigenportfolios for U.S. Equities (Q5092726) (← links)
• Some strong convergence theorems for eigenvalues of general sample covariance matrices (Q5092963) (← links)
• Ridgelized Hotelling’s T² test on mean vectors of large dimension (Q6063738) (← links)
• The limiting spectral distribution of large-dimensional general information-plus-noise-type matrices (Q6161610) (← links)