Pages that link to "Item:Q2371951"
From MaRDI portal
The following pages link to Tracy-Widom limit for the largest eigenvalue of a large class of complex sample covariance matrices (Q2371951):
Displaying 50 items.
- Two sample tests for high-dimensional covariance matrices (Q150754) (← links)
- The Tracy-Widom law for the largest eigenvalue of F type matrices (Q309724) (← links)
- Limits of spiked random matrices. I (Q365716) (← links)
- Asymptotic power of sphericity tests for high-dimensional data (Q366967) (← links)
- Batch latency analysis and phase transitions for a tandem of queues with exponentially distributed service times (Q475139) (← links)
- Considering Horn's parallel analysis from a random matrix theory point of view (Q525237) (← links)
- The eigenvalues and eigenvectors of finite, low rank perturbations of large random matrices (Q531808) (← links)
- High-dimensionality effects in the Markowitz problem and other quadratic programs with linear constraints: risk underestimation (Q620558) (← links)
- Anisotropic local laws for random matrices (Q682801) (← links)
- Large complex correlated Wishart matrices: fluctuations and asymptotic independence at the edges (Q726805) (← links)
- The spectrum of kernel random matrices (Q847627) (← links)
- High dimensional posterior convergence rates for decomposable graphical models (Q902216) (← 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)
- Bayesian inference for spectral projectors of the covariance matrix (Q1657873) (← links)
- A necessary and sufficient condition for edge universality at the largest singular values of covariance matrices (Q1661567) (← links)
- A smooth transition from Wishart to GOE (Q1741889) (← links)
- A unified matrix model including both CCA and F matrices in multivariate analysis: the largest eigenvalue and its applications (Q1750089) (← links)
- CLT for largest eigenvalues and unit root testing for high-dimensional nonstationary time series (Q1800798) (← links)
- Extremal eigenvalues of sample covariance matrices with general population (Q1983634) (← links)
- Unbounded largest eigenvalue of large sample covariance matrices: asymptotics, fluctuations and applications (Q2002709) (← links)
- Distribution of the largest eigenvalue for real Wishart and Gaussian random matrices and a simple approximation for the Tracy-Widom distribution (Q2015056) (← links)
- Spiked separable covariance matrices and principal components (Q2039807) (← links)
- Central limit theorem for mesoscopic eigenvalue statistics of deformed Wigner matrices and sample covariance matrices (Q2041806) (← links)
- Eigenvector distribution in the critical regime of BBP transition (Q2073181) (← links)
- Edge statistics of large dimensional deformed rectangular matrices (Q2079603) (← links)
- Tracy-Widom at each edge of real covariance and MANOVA estimators (Q2083270) (← links)
- Properties of eigenvalues and eigenvectors of large-dimensional sample correlation matrices (Q2108908) (← links)
- Relative perturbation bounds with applications to empirical covariance operators (Q2111217) (← links)
- Sequential testing for structural stability in approximate factor models (Q2186663) (← links)
- Consistent Bayesian sparsity selection for high-dimensional Gaussian DAG models with multiplicative and beta-mixture priors (Q2196119) (← links)
- Convergence of eigenvector empirical spectral distribution of sample covariance matrices (Q2196201) (← links)
- Limiting laws for divergent spiked eigenvalues and largest nonspiked eigenvalue of sample covariance matrices (Q2196219) (← links)
- Random matrices with equispaced external source (Q2248861) (← links)
- Edge universality of separable covariance matrices (Q2279318) (← links)
- Tracy-Widom limit for Kendall's tau (Q2284382) (← links)
- Local law and Tracy-Widom limit for sparse sample covariance matrices (Q2286459) (← links)
- Universality for the largest eigenvalue of sample covariance matrices with general population (Q2338931) (← links)
- The random matrix regime of Maronna's M-estimator with elliptically distributed samples (Q2350052) (← 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)
- On the maximal domain of attraction of Tracy-Widom distribution for Gaussian unitary ensembles (Q2435764) (← links)
- Random matrix theory in statistics: a review (Q2453609) (← links)
