Pages that link to "Item:Q5281000"

The following pages link to Performance of Statistical Tests for Single-Source Detection Using Random Matrix Theory (Q5281000):

Displaying 29 items.

• Asymptotic power of sphericity tests for high-dimensional data (Q366967) (← links)
• On the distribution of the ratio of the largest eigenvalue to the trace of a Wishart matrix (Q618160) (← links)
• Large complex correlated Wishart matrices: fluctuations and asymptotic independence at the edges (Q726805) (← links)
• Approximation of rectangular beta-Laguerre ensembles and large deviations (Q895890) (← links)
• A necessary and sufficient condition for edge universality at the largest singular values of covariance matrices (Q1661567) (← links)
• Estimating tail probabilities of the ratio of the largest eigenvalue to the trace of a Wishart matrix (Q1750003) (← links)
• Projection tests for high-dimensional spiked covariance matrices (Q1755108) (← links)
• Asymptotic joint distribution of extreme eigenvalues and trace of large sample covariance matrix in a generalized spiked population model (Q1996762) (← links)
• Sphericity and identity test for high-dimensional covariance matrix using random matrix theory (Q2025160) (← links)
• Large deviations for the largest eigenvalue of matrices with variance profiles (Q2149936) (← links)
• Convergence of eigenvector empirical spectral distribution of sample covariance matrices (Q2196201) (← links)
• Edge universality of separable covariance matrices (Q2279318) (← links)
• Local law and Tracy-Widom limit for sparse sample covariance matrices (Q2286459) (← links)
• Universality for the largest eigenvalue of sample covariance matrices with general population (Q2338931) (← links)
• The random matrix regime of Maronna's M-estimator with elliptically distributed samples (Q2350052) (← links)
• Hypergeometric functions of matrix arguments and linear statistics of multi-spiked Hermitian matrix models (Q2350056) (← links)
• Random matrix theory in statistics: a review (Q2453609) (← links)
• Asymptotic linear spectral statistics for spiked Hermitian random matrices (Q2516098) (← links)
• Large deviations for the largest eigenvalue of sub-Gaussian matrices (Q2662978) (← links)
• Small deviation estimates for the largest eigenvalue of Wigner matrices (Q2692522) (← links)
• A Survey on the Eigenvalues Local Behavior of Large Complex Correlated Wishart Matrices (Q2786531) (← links)
• Top eigenvalue of a random matrix: large deviations and third order phase transition (Q3301722) (← links)
• Right large deviation principle for the top eigenvalue of the sum or product of invariant random matrices (Q5093851) (← links)
• Asymptotic independence of the extreme eigenvalues of Gaussian unitary ensemble (Q5246565) (← links)
• DETECTION OF WEAK SIGNALS IN HIGH-DIMENSIONAL COMPLEX-VALUED DATA (Q5416403) (← links)
• Recursion scheme for the largest $\beta$ -Wishart–Laguerre eigenvalue and Landauer conductance in quantum transport (Q5872681) (← links)
• Large-dimensional random matrix theory and its applications in deep learning and wireless communications (Q6063730) (← links)
• Convergence rate to the Tracy-Widom laws for the largest eigenvalue of sample covariance matrices (Q6103980) (← links)
• Rare events in random matrix theory (Q6118173) (← links)