Pages that link to "Item:Q1092547"
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The following pages link to On the limit of the largest eigenvalue of the large dimensional sample covariance matrix (Q1092547):
Displayed 50 items.
- A well-conditioned estimator for large-dimensional covariance matrices (Q149569) (← links)
- Test for a mean vector with fixed or divergent dimension (Q254394) (← links)
- Extreme eigenvalues of sparse, heavy tailed random matrices (Q326830) (← links)
- Limits of spiked random matrices. I (Q365716) (← links)
- Additive/multiplicative free subordination property and limiting eigenvectors of spiked additive deformations of Wigner matrices and spiked sample covariance matrices (Q376265) (← links)
- Optimal detection of sparse principal components in high dimension (Q385763) (← links)
- Estimation of the population spectral distribution from a large dimensional sample covariance matrix (Q394089) (← links)
- Product of exponentials and spectral radius of random \(k\)-circulants (Q424701) (← links)
- Covariance matrix estimation for stationary time series (Q450046) (← links)
- Separation of the largest eigenvalues in eigenanalysis of genotype data from discrete subpopulations (Q481664) (← links)
- Asymptotic analysis of the squared estimation error in misspecified factor models (Q494175) (← links)
- A universal expectation bound on empirical projections of deformed random matrices (Q495712) (← links)
- The limit of the smallest singular value of random matrices with i.i.d. entries (Q499284) (← links)
- Asymptotic distribution of factor augmented estimators for panel regression (Q527972) (← links)
- On the weak limit of the largest eigenvalue of a large dimensional sample covariance matrix (Q583703) (← links)
- Functional CLT for sample covariance matrices (Q627288) (← links)
- Limiting empirical singular value distribution of restrictions of discrete Fourier transform matrices (Q636820) (← links)
- Central limit theorem for Hotelling's \(T^{2}\) statistic under large dimension (Q655585) (← links)
- On the impact of predictor geometry on the performance on high-dimensional ridge-regularized generalized robust regression estimators (Q681518) (← links)
- Spectral norm of products of random and deterministic matrices (Q718893) (← links)
- An upper bound on the smallest singular value of a square random matrix (Q722769) (← links)
- Poisson convergence for the largest eigenvalues of heavy tailed random matrices (Q731725) (← links)
- Constructive regularization of the random matrix norm (Q785424) (← links)
- Goodness-of-fit test for latent block models (Q829718) (← links)
- Circular law, extreme singular values and potential theory (Q847420) (← links)
- The spectrum of kernel random matrices (Q847627) (← links)
- How many entries of a typical orthogonal matrix can be approximated by independent normals? (Q850976) (← links)
- Gaussian fluctuations for non-Hermitian random matrix ensembles (Q874731) (← links)
- Strong limit of the extreme eigenvalues of a symmetrized auto-cross covariance matrix (Q894819) (← links)
- No eigenvalues outside the support of the limiting empirical spectral distribution of a separable covariance matrix (Q958905) (← links)
- Almost sure limit of the smallest eigenvalue of some sample correlation matrices (Q966514) (← links)
- Spectrum estimation for large dimensional covariance matrices using random matrix theory (Q1000306) (← links)
- Universality results for the largest eigenvalues of some sample covariance matrix ensembles (Q1017885) (← links)
- Approximation of Haar distributed matrices and limiting distributions of eigenvalues of Jacobi ensembles (Q1017901) (← links)
- Concentration of measure and spectra of random matrices: applications to correlation matrices, elliptical distributions and beyond (Q1049567) (← links)
- Limiting behavior of the norm of products of random matrices and two problems of Geman-Hwang (Q1071372) (← links)
- A note on the largest eigenvalue of a large dimensional sample covariance matrix (Q1107209) (← links)
- On the eigenvectors of large dimensional sample covariance matrices (Q1124199) (← links)
- The triangle law for Lyapunov exponents of large random matrices (Q1189203) (← links)
- No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices (Q1307081) (← links)
- Empirical correlation operator and many-dimensional Hermite polynomials (Q1336014) (← links)
- Circular law (Q1356353) (← links)
- Random matrices with complex Gaussian entries (Q1425688) (← links)
- Exact separation of eigenvalues of large dimensional sample covariance matrices (Q1568298) (← links)
- Coverings of random ellipsoids, and invertibility of matrices with i.i.d. heavy-tailed entries (Q1617930) (← links)
- Lower bounds for the smallest singular value of structured random matrices (Q1621447) (← links)
- Almost sure convergence of the largest and smallest eigenvalues of high-dimensional sample correlation matrices (Q1639676) (← links)
- A necessary and sufficient condition for edge universality at the largest singular values of covariance matrices (Q1661567) (← links)
- Double instrumental variable estimation of interaction models with big data (Q1676366) (← links)
- Concentration and universal randomisation of proper subspaces (Q1683610) (← links)