Pages that link to "Item:Q2453609"
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The following pages link to Random matrix theory in statistics: a review (Q2453609):
Displaying 50 items.
- An adaptable generalization of Hotelling's $T^2$ test in high dimension (Q151159) (← links)
- An introduction to recent advances in high/infinite dimensional statistics (Q268712) (← links)
- On the Tracy-Widom approximation of Studentized extreme eigenvalues of Wishart matrices (Q272083) (← links)
- Cleaning large correlation matrices: tools from random matrix theory (Q521794) (← links)
- Considering Horn's parallel analysis from a random matrix theory point of view (Q525237) (← links)
- Principal components in linear mixed models with general bulk (Q820811) (← links)
- Central limit theorem for linear spectral statistics of large dimensional Kendall's rank correlation matrices and its applications (Q820817) (← links)
- On photon statistics parametrized by a non-central Wishart random matrix (Q900761) (← links)
- A necessary and sufficient condition for edge universality at the largest singular values of covariance matrices (Q1661567) (← links)
- Estimating tail probabilities of the ratio of the largest eigenvalue to the trace of a Wishart matrix (Q1750003) (← links)
- Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models (Q1755119) (← links)
- Estimation of two high-dimensional covariance matrices and the spectrum of their ratio (Q1795566) (← links)
- CLT for largest eigenvalues and unit root testing for high-dimensional nonstationary time series (Q1800798) (← links)
- Asymptotic joint distribution of extreme eigenvalues and trace of large sample covariance matrix in a generalized spiked population model (Q1996762) (← links)
- MIXANDMIX: numerical techniques for the computation of empirical spectral distributions of population mixtures (Q2007993) (← links)
- Limiting laws for extreme eigenvalues of large-dimensional spiked Fisher matrices with a divergent number of spikes (Q2034460) (← links)
- Spiked separable covariance matrices and principal components (Q2039807) (← links)
- High-dimensional linear models: a random matrix perspective (Q2051014) (← links)
- On the evaluation of the eigendecomposition of the Airy integral operator (Q2075003) (← links)
- Random matrix theory and its applications (Q2075698) (← links)
- Large sample correlation matrices: a comparison theorem and its applications (Q2082651) (← links)
- Asymptotic independence of spiked eigenvalues and linear spectral statistics for large sample covariance matrices (Q2091835) (← links)
- CLT for linear spectral statistics of large dimensional sample covariance matrices with dependent data (Q2122833) (← links)
- Wigner and Wishart ensembles for sparse Vinberg models (Q2135512) (← links)
- Optimal prediction in the linearly transformed spiked model (Q2176630) (← links)
- Consistent estimation of high-dimensional factor models when the factor number is over-estimated (Q2192324) (← links)
- High-dimensional general linear hypothesis tests via non-linear spectral shrinkage (Q2203614) (← links)
- Permutation methods for factor analysis and PCA (Q2215761) (← links)
- Edge universality of separable covariance matrices (Q2279318) (← links)
- On testing for high-dimensional white noise (Q2284378) (← links)
- Estimation of linear projections of non-sparse coefficients in high-dimensional regression (Q2286364) (← links)
- The eigenstructure of the sample covariance matrices of high-dimensional stochastic volatility models with heavy tails (Q2325386) (← links)
- The two-to-infinity norm and singular subspace geometry with applications to high-dimensional statistics (Q2328047) (← links)
- Eigenvalue distributions of variance components estimators in high-dimensional random effects models (Q2328062) (← links)
- Test for high-dimensional correlation matrices (Q2328063) (← links)
- On the Marčenko-Pastur law for linear time series (Q2343959) (← links)
- Fluctuations of Marchenko-Pastur limit of random matrices with dependent entries (Q2406782) (← links)
- Hypothesis tests for principal component analysis when variables are standardized (Q2419845) (← links)
- Wavelet eigenvalue regression in high dimensions (Q2694800) (← links)
- Deterministic Parallel Analysis: An Improved Method for Selecting Factors and Principal Components (Q3120105) (← links)
- Maximum likelihood and maximum a posteriori estimators for the Riesz probability distribution (Q3389644) (← links)
- CLT for linear spectral statistics of a rescaled sample precision matrix (Q3459154) (← links)
- WONDER: Weighted one-shot distributed ridge regression in high dimensions (Q4969115) (← links)
- Random matrix models for datasets with fixed time horizons (Q4991056) (← links)
- The conjugate gradient algorithm on a general class of spiked covariance matrices (Q5022481) (← links)
- On the Empirical Spectral Distribution of Lag-Covariance Matrix in Singular Spectrum Analysis (Q5077730) (← links)
- A RMT-based LM test for error cross-sectional independence in large heterogeneous panel data models* (Q5095204) (← links)
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- (Q5159443) (← links)
- (Q5159467) (← links)
