Pages that link to "Item:Q2359717"
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The following pages link to Eigenvalues and eigenvectors of heavy-tailed sample covariance matrices with general growth rates: the iid case (Q2359717):
Displayed 14 items.
- Extreme value analysis for the sample autocovariance matrices of heavy-tailed multivariate time series (Q508723) (← links)
- Asymptotic behavior of eigenvalues of variance-covariance matrix of a high-dimensional heavy-tailed Lévy process (Q2065473) (← links)
- Thin-shell theory for rotationally invariant random simplices (Q2076658) (← links)
- Extreme eigenvalue statistics of \(m\)-dependent heavy-tailed matrices (Q2077358) (← links)
- Large sample correlation matrices: a comparison theorem and its applications (Q2082651) (← links)
- The asymptotic distribution of the condition number for random circulant matrices (Q2093404) (← links)
- Limiting distributions for eigenvalues of sample correlation matrices from heavy-tailed populations (Q2112809) (← links)
- Large sample autocovariance matrices of linear processes with heavy tails (Q2238893) (← links)
- Point process convergence for the off-diagonal entries of sample covariance matrices (Q2240824) (← links)
- Random matrix theory for heavy-tailed time series (Q2314507) (← links)
- The eigenstructure of the sample covariance matrices of high-dimensional stochastic volatility models with heavy tails (Q2325386) (← links)
- Gumbel and Fréchet convergence of the maxima of independent random walks (Q3298818) (← links)
- High-dimensional sample covariance matrices with Curie-Weiss entries (Q5140268) (← links)
- Local tail statistics of heavy-tailed random matrix ensembles with unitary invariance (Q5877281) (← links)