Pages that link to "Item:Q2196201"
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The following pages link to Convergence of eigenvector empirical spectral distribution of sample covariance matrices (Q2196201):
Displaying 13 items.
- Spiked separable covariance matrices and principal components (Q2039807) (← links)
- Properties of eigenvalues and eigenvectors of large-dimensional sample correlation matrices (Q2108908) (← links)
- Statistical inference for principal components of spiked covariance matrices (Q2131269) (← links)
- Edge universality of separable covariance matrices (Q2279318) (← links)
- Most powerful test against a sequence of high dimensional local alternatives (Q2697980) (← links)
- The conjugate gradient algorithm on a general class of spiked covariance matrices (Q5022481) (← links)
- Large deviations for spectral measures of some spiked matrices (Q5041693) (← links)
- Optimally Weighted PCA for High-Dimensional Heteroscedastic Data (Q5888296) (← links)
- Sample canonical correlation coefficients of high-dimensional random vectors: Local law and Tracy–Widom limit (Q6063733) (← links)
- The eigenvector LSD of information plus noise matrices and its application to linear regression model (Q6165366) (← links)
- Freeness of type B and conditional freeness for random matrices (Q6609516) (← links)
- Data-driven optimal shrinkage of singular values under high-dimensional noise with separable covariance structure with application (Q6652566) (← links)
- Linear spectral statistics of eigenvectors of anisotropic sample covariance matrices (Q6663955) (← links)
