Pages that link to "Item:Q958905"

The following pages link to No eigenvalues outside the support of the limiting empirical spectral distribution of a separable covariance matrix (Q958905):

Displaying 25 items.

• The Tracy-Widom law for the largest eigenvalue of F type matrices (Q309724) (← links)
• Cleaning large correlation matrices: tools from random matrix theory (Q521794) (← links)
• Spectral convergence for a general class of random matrices (Q633054) (← links)
• Central limit theorem for linear spectral statistics of general separable sample covariance matrices with applications (Q826962) (← links)
• The spectrum of kernel random matrices (Q847627) (← links)
• Strong limit of the extreme eigenvalues of a symmetrized auto-cross covariance matrix (Q894819) (← links)
• Concentration of measure and spectra of random matrices: applications to correlation matrices, elliptical distributions and beyond (Q1049567) (← links)
• The norm of polynomials in large random and deterministic matrices (Q1934355) (← links)
• Spiked separable covariance matrices and principal components (Q2039807) (← links)
• Convergence of eigenvector empirical spectral distribution of sample covariance matrices (Q2196201) (← links)
• Rapid evaluation of the spectral signal detection threshold and Stieltjes transform (Q2230693) (← links)
• Edge universality of separable covariance matrices (Q2279318) (← links)
• Universality for the largest eigenvalue of sample covariance matrices with general population (Q2338931) (← links)
• On the Marčenko-Pastur law for linear time series (Q2343959) (← links)
• The random matrix regime of Maronna's M-estimator with elliptically distributed samples (Q2350052) (← links)
• Central limit theorem for linear spectral statistics of large dimensional separable sample covariance matrices (Q2419661) (← links)
• Limiting spectral distribution of renormalized separable sample covariance matrices when \(p/n\to 0\) (Q2438628) (← links)
• Random matrix theory in statistics: a review (Q2453609) (← links)
• NO EIGENVALUES OUTSIDE THE SUPPORT OF THE LIMITING SPECTRAL DISTRIBUTION OF INFORMATION-PLUS-NOISE TYPE MATRICES (Q2893154) (← links)
• Analysis of the limiting spectral measure of large random matrices of the separable covariance type (Q2935253) (← links)
• Beyond islands: a free probabilistic approach (Q6083738) (← links)
• Joint inference based on Stein-type averaging estimators in the linear regression model (Q6108315) (← links)
• Large sample covariance matrices of Gaussian observations with uniform correlation decay (Q6115258) (← links)
• Local laws for multiplication of random matrices (Q6165245) (← links)
• Spiked multiplicative random matrices and principal components (Q6171643) (← links)