Pages that link to "Item:Q2002709"
From MaRDI portal
The following pages link to Unbounded largest eigenvalue of large sample covariance matrices: asymptotics, fluctuations and applications (Q2002709):
Displaying 4 items.
- Ratio-consistent estimation for long range dependent Toeplitz covariance with application to matrix data whitening (Q2084468) (← links)
- Wavelet eigenvalue regression in high dimensions (Q2694800) (← links)
- Joint CLT for top eigenvalues of sample covariance matrices of separable high dimensional long memory processes (Q5092968) (← links)
- CORRELATION MATRIX OF EQUI-CORRELATED NORMAL POPULATION: FLUCTUATION OF THE LARGEST EIGENVALUE, SCALING OF THE BULK EIGENVALUES, AND STOCK MARKET (Q6095475) (← links)
