Pages that link to "Item:Q1819859"
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The following pages link to Limiting spectral distribution for a class of random matrices (Q1819859):
Displayed 50 items.
- A well-conditioned estimator for large-dimensional covariance matrices (Q149569) (← links)
- Direct shrinkage estimation of large dimensional precision matrix (Q268760) (← links)
- Additive/multiplicative free subordination property and limiting eigenvectors of spiked additive deformations of Wigner matrices and spiked sample covariance matrices (Q376265) (← links)
- Limiting spectral distribution of a new random matrix model with dependence across rows and columns (Q417413) (← links)
- Random covariance matrices: universality of local statistics of eigenvalues (Q428150) (← links)
- On the estimation of integrated covariance matrices of high dimensional diffusion processes (Q449988) (← links)
- On the strong convergence of the optimal linear shrinkage estimator for large dimensional covariance matrix (Q458655) (← links)
- Limiting spectral distribution of large sample covariance matrices associated with a class of stationary processes (Q495709) (← links)
- Limiting spectral distribution of Gram matrices associated with functionals of \(\beta\)-mixing processes (Q497762) (← links)
- The limit of the smallest singular value of random matrices with i.i.d. entries (Q499284) (← links)
- The spectral distribution of random mixed graphs (Q512071) (← links)
- Cleaning large correlation matrices: tools from random matrix theory (Q521794) (← links)
- On the weak limit of the largest eigenvalue of a large dimensional sample covariance matrix (Q583703) (← links)
- Nonparametric estimate of spectral density functions of sample covariance matrices: a first step (Q620566) (← links)
- Functional CLT for sample covariance matrices (Q627288) (← links)
- Spectral convergence for a general class of random matrices (Q633054) (← links)
- Spectrum of non-Hermitian heavy tailed random matrices (Q644762) (← links)
- Eigenvectors of some large sample covariance matrix ensembles (Q644783) (← links)
- A note on a Marčenko-Pastur type theorem for time series (Q654461) (← links)
- Convergence rates to the Marchenko-Pastur type distribution (Q655317) (← links)
- Central limit theorem for Hotelling's \(T^{2}\) statistic under large dimension (Q655585) (← links)
- Asymptotic properties of eigenmatrices of a large sample covariance matrix (Q655590) (← links)
- On the empirical spectral distribution for matrices with long memory and independent rows (Q737178) (← links)
- Limiting spectral distribution of large-dimensional sample covariance matrices generated by VARMA (Q842930) (← links)
- On limit theorem for the eigenvalues of product of two random matrices (Q860335) (← links)
- Strong convergence of the empirical distribution of eigenvalues of sample covariance matrices with a perturbation matrix (Q968484) (← links)
- Random matrices: The distribution of the smallest singular values (Q987365) (← links)
- Estimation of covariance matrix via the sparse Cholesky factor with lasso (Q993832) (← links)
- Spectrum estimation for large dimensional covariance matrices using random matrix theory (Q1000306) (← links)
- Shrinkage estimation in the frequency domain of multivariate time series (Q1006672) (← 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 the eigenvectors of large dimensional sample covariance matrices (Q1124199) (← links)
- The triangle law for Lyapunov exponents of large random matrices (Q1189203) (← links)
- A new method for bounding rates of convergence of empirical spectral distributions (Q1770906) (← links)
- Regularized classification for mixed continuous and categorical variables under across-location heteroscedasticity (Q1776875) (← links)
- CLT for linear spectral statistics of large-dimensional sample covariance matrices. (Q1879863) (← links)
- Rate of convergence in probability to the Marchenko-Pastur law (Q1880902) (← links)
- The norm of polynomials in large random and deterministic matrices (Q1934355) (← links)
- Limiting spectral distribution of \(XX^{\prime }\) matrices (Q1958511) (← links)
- Unbounded largest eigenvalue of large sample covariance matrices: asymptotics, fluctuations and applications (Q2002709) (← links)
- A result on the limiting spectral distribution of random matrices with unequal variance entries (Q2069498) (← links)
- On eigenvalues of a high-dimensional spatial-sign covariance matrix (Q2073230) (← links)
- Tracy-Widom at each edge of real covariance and MANOVA estimators (Q2083270) (← links)
- Functional CLT of eigenvectors for large sample covariance matrices (Q2254734) (← links)
- Estimation of deviation for random covariance matrices (Q2335874) (← links)
- Circular law theorem for random Markov matrices (Q2428509) (← links)
- Asymptotically liberating sequences of random unitary matrices (Q2445925) (← links)
- Random matrix theory in statistics: a review (Q2453609) (← links)
- Deterministic equivalents for certain functionals of large random matrices (Q2456047) (← links)