Pages that link to "Item:Q2371951"
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The following pages link to Tracy-Widom limit for the largest eigenvalue of a large class of complex sample covariance matrices (Q2371951):
Displayed 12 items.
- The spectrum of kernel random matrices (Q847627) (← 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)
- False alarm rate estimation for information-theoretic-based source enumeration methods (Q983786) (← links)
- Covariance regularization by thresholding (Q1000302) (← links)
- Operator norm consistent estimation of large-dimensional sparse covariance matrices (Q1000305) (← links)
- Spectrum estimation for large dimensional covariance matrices using random matrix theory (Q1000306) (← links)
- Finite sample approximation results for principal component analysis: A matrix perturbation approach (Q1000307) (← links)
- Statistical eigen-inference from large Wishart matrices (Q1000310) (← links)
- Concentration of measure and spectra of random matrices: applications to correlation matrices, elliptical distributions and beyond (Q1049567) (← links)
- Vast volatility matrix estimation for high-frequency financial data (Q2380093) (← links)
- The Tracy-Widom limit for the largest eigenvalues of singular complex Wishart matrices (Q2426602) (← links)