Functional CLT of eigenvectors for large sample covariance matrices
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Cites work
- scientific article; zbMATH DE number 765034 (Why is no real title available?)
- A note on the largest eigenvalue of a large dimensional sample covariance matrix
- CLT for linear spectral statistics of large-dimensional sample covariance matrices.
- Convergence rates of eigenvector empirical spectral distribution of large dimensional sample covariance matrix
- DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
- Describing the Behavior of Eigenvectors of Random Matrices Using Sequences of Measures on Orthogonal Groups
- Eigenvector distribution of Wigner matrices
- Eigenvector localization for random band matrices with power law band width
- Functional CLT for sample covariance matrices
- How many entries of a typical orthogonal matrix can be approximated by independent normals?
- Level-spacing distributions and the Airy kernel
- Limit of the smallest eigenvalue of a large dimensional sample covariance matrix
- Limiting spectral distribution for a class of random matrices
- Local semicircle law and complete delocalization for Wigner random matrices
- Localization and delocalization of eigenvectors for heavy-tailed random matrices
- No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices
- Nonparametric estimate of spectral density functions of sample covariance matrices: a first step
- On asymptotics of eigenvectors of large sample covariance matrix
- On the distribution of the largest eigenvalue in principal components analysis
- On the eigenvectors of large dimensional sample covariance matrices
- On the empirical distribution of eigenvalues of a class of large dimensional random matrices
- Random matrices: universal properties of eigenvectors
- Semicircle law on short scales and delocalization of eigenvectors for Wigner random matrices
- Some limit theorems for the eigenvalues of a sample covariance matrix
- Some limit theorems on the eigenvectors of large dimensional sample covariance matrices
- Spectral analysis of large dimensional random matrices
- Weak convergence of random functions defined by the eigenvectors of sample covariance matrices
Cited in
(13)- The eigenvector LSD of information plus noise matrices and its application to linear regression model
- CLT for linear spectral statistics of large dimensional sample covariance matrices with dependent data
- Convergence of the empirical spectral distribution function of beta matrices
- Eigenvectors of some large sample covariance matrix ensembles
- Central limit theorems for functionals of large sample covariance matrix and mean vector in matrix-variate location mixture of normal distributions
- Linear spectral statistics of eigenvectors of anisotropic sample covariance matrices
- Convergence rates of eigenvector empirical spectral distribution of large dimensional sample covariance matrix
- Robust functional sliced inverse regression
- Asymptotic properties of eigenmatrices of a large sample covariance matrix
- On asymptotics of eigenvectors of large sample covariance matrix
- Functional CLT for sample covariance matrices
- Convergence rate of eigenvector empirical spectral distribution of large Wigner matrices
- On the CLT for Linear Eigenvalue Statistics of a Tensor Model of Sample Covariance Matrices
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