Pages that link to "Item:Q788420"
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The following pages link to Limiting behavior of the eigenvalues of a multivariate F matrix (Q788420):
Displayed 15 items.
- Product of exponentials and spectral radius of random \(k\)-circulants (Q424701) (← links)
- Central limit theorems for linear spectral statistics of large dimensional \(F\)-matrices (Q424702) (← links)
- Comments on a result of Yin, Bai, and Krishnaiah for large dimensional multivariate F matrices (Q760112) (← links)
- On limit theorem for the eigenvalues of product of two random matrices (Q860335) (← links)
- Approximation of Haar distributed matrices and limiting distributions of eigenvalues of Jacobi ensembles (Q1017901) (← links)
- On the limit of the largest eigenvalue of the large dimensional sample covariance matrix (Q1092547) (← links)
- On limiting spectral distribution of product of two random matrices when the underlying distribution is isotropic (Q1110954) (← links)
- Random determinants (Q1114790) (← links)
- Testing the independence of sets of large-dimensional variables (Q1935713) (← links)
- In memoriam: Paruchuri Rama Krishnaiah (1932--1987). A tribute (Q2062778) (← links)
- The eigenstructure of the sample covariance matrices of high-dimensional stochastic volatility models with heavy tails (Q2325386) (← links)
- Random matrix theory in statistics: a review (Q2453609) (← links)
- On the Empirical Spectral Distribution of Lag-Covariance Matrix in Singular Spectrum Analysis (Q5077730) (← links)
- Limiting normalized spectral functions of a pencil of self-adjoint random matrices (Q5903850) (← links)
- On singular values of large dimensional lag-\(\tau\) sample auto-correlation matrices (Q6168126) (← links)
