Pages that link to "Item:Q495709"

The following pages link to Limiting spectral distribution of large sample covariance matrices associated with a class of stationary processes (Q495709):

Displaying 10 items.

• On the empirical spectral distribution for matrices with long memory and independent rows (Q737178) (← links)
• Almost sure convergence of the largest and smallest eigenvalues of high-dimensional sample correlation matrices (Q1639676) (← links)
• Central limit theorem for linear eigenvalue statistics for a tensor product version of sample covariance matrices (Q1661592) (← links)
• High-dimensional linear models: a random matrix perspective (Q2051014) (← links)
• Large sample correlation matrices: a comparison theorem and its applications (Q2082651) (← links)
• CLT for linear spectral statistics of large dimensional sample covariance matrices with dependent data (Q2122833) (← links)
• On the limiting spectral distribution for a large class of symmetric random matrices with correlated entries (Q2348299) (← links)
• Operator-valued matrices with free or exchangeable entries (Q2686625) (← links)
• Singular value distribution of dense random matrices with block Markovian dependence (Q2689908) (← links)
• Asymptotic normality in Banach spaces via Lindeberg method (Q6046196) (← links)