Pages that link to "Item:Q394089"
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The following pages link to Estimation of the population spectral distribution from a large dimensional sample covariance matrix (Q394089):
Displaying 11 items.
- The role of the isotonizing algorithm in Stein's covariance matrix estimator (Q333380) (← links)
- Local expectations of the population spectral distribution of a high-dimensional covariance matrix (Q744778) (← links)
- Numerical implementation of the QuEST function (Q1658388) (← links)
- Testing the order of a population spectral distribution for high-dimensional data (Q1659483) (← links)
- Estimation of two high-dimensional covariance matrices and the spectrum of their ratio (Q1795566) (← links)
- Applications on linear spectral statistics of high-dimensional sample covariance matrix with divergent spectrum (Q2101405) (← links)
- On generalized expectation-based estimation of a population spectral distribution from high-dimensional data (Q2352449) (← links)
- Hypothesis testing for high-dimensional covariance matrices (Q2451622) (← links)
- Matrix means and a novel high-dimensional shrinkage phenomenon (Q2676932) (← links)
- Limiting spectral distribution of high-dimensional noncentral Fisher matrices and its analysis (Q2683045) (← links)
- A Universal Test on Spikes in a High-Dimensional Generalized Spiked Model and Its Applications (Q6069893) (← links)
