Pages that link to "Item:Q978861"
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The following pages link to Large dimension forecasting models and random singular value spectra (Q978861):
Displaying 12 items.
- Cleaning large correlation matrices: tools from random matrix theory (Q521794) (← links)
- Spectral densities of Wishart-Lévy free stable random matrices (Q977577) (← links)
- Optimal allocation of trend following strategies (Q1618529) (← links)
- Spectral radii of products of random rectangular matrices (Q2209318) (← links)
- Limiting empirical distribution for eigenvalues of products of random rectangular matrices (Q2405916) (← links)
- Applying free random variables to random matrix analysis of financial data. Part I: The Gaussian case (Q3088327) (← links)
- On the largest eigenvalue of products from the β-Laguerre ensemble (Q3191252) (← links)
- Spectra of large time-lagged correlation matrices from random matrix theory (Q3303093) (← links)
- Random matrix ensembles of time-lagged correlation matrices: derivation of eigenvalue spectra and analysis of financial time-series (Q3605232) (← links)
- Schwinger–Dyson and loop equations for a product of square Ginibre random matrices (Q5061430) (← links)
- Extreme value problems in random matrix theory and other disordered systems (Q5239380) (← links)
- Optimal cleaning for singular values of cross-covariance matrices (Q6103997) (← links)
