Pages that link to "Item:Q620566"
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The following pages link to Nonparametric estimate of spectral density functions of sample covariance matrices: a first step (Q620566):
Displaying 8 items.
- Convergence rates to the Marchenko-Pastur type distribution (Q655317) (← links)
- Power computation for hypothesis testing with high-dimensional covariance matrices (Q1658719) (← links)
- MIXANDMIX: numerical techniques for the computation of empirical spectral distributions of population mixtures (Q2007993) (← links)
- Quadratic shrinkage for large covariance matrices (Q2137029) (← links)
- Analytical nonlinear shrinkage of large-dimensional covariance matrices (Q2215772) (← links)
- Functional CLT of eigenvectors for large sample covariance matrices (Q2254734) (← links)
- Error bounds for kernel density estimator of spectral distribution for Gaussian unitary ensembles (Q2405937) (← links)
- Kernel estimators for Marčenko-Pastur law of quaternion sample covariance matrices (Q2405945) (← links)
