Pages that link to "Item:Q2284381"
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The following pages link to Joint convergence of sample autocovariance matrices when \(p/n\to 0\) with application (Q2284381):
Displaying 6 items.
- Principal components in linear mixed models with general bulk (Q820811) (← links)
- High-dimensional linear models: a random matrix perspective (Q2051014) (← links)
- Smallest singular value and limit eigenvalue distribution of a class of non-Hermitian random matrices with statistical application (Q2181731) (← links)
- Joint convergence of sample autocovariance matrices when \(p/n\to 0\) with application (Q2284381) (← links)
- Spectral measure of empirical autocovariance matrices of high-dimensional Gaussian stationary processes (Q6133488) (← links)
- Spectrum of high-dimensional sample covariance and related matrices: a selective review (Q6645567) (← links)
