Limiting spectral distribution for a class of random matrices
From MaRDI portal
Recommendations
Cites work
- A limit theorem for the eigenvalues of product of two random matrices
- Convergence of Baire measures
- scientific article; zbMATH DE number 3027026 (Why is no real title available?)
- Limit Theorem for the Eigenvalues of the Sample Covariance Matrix when the Underlying Distribution is Isotropic
- Maximum Properties and Inequalities for the Eigenvalues of Completely Continuous Operators
- On limiting spectral distribution of product of two random matrices when the underlying distribution is isotropic
- Probability Inequalities for Sums of Bounded Random Variables
- Spectral Analysis of Networks with Random Topologies
- The strong limits of random matrix spectra for sample matrices of independent elements
Cited in
(95)- Spectrum estimation for large dimensional covariance matrices using random matrix theory
- Shrinkage estimation in the frequency domain of multivariate time series
- Approximation of Haar distributed matrices and limiting distributions of eigenvalues of Jacobi ensembles
- Limiting spectral distribution of circulant type matrices with dependent inputs
- The spectral radius of large random matrices
- On the limit of the largest eigenvalue of the large dimensional sample covariance matrix
- On the eigenvectors of large dimensional sample covariance matrices
- The triangle law for Lyapunov exponents of large random matrices
- A well-conditioned estimator for large-dimensional covariance matrices
- A new method for bounding rates of convergence of empirical spectral distributions
- Regularized classification for mixed continuous and categorical variables under across-location heteroscedasticity
- Limiting spectral distribution of a special circulant
- CLT for linear spectral statistics of large-dimensional sample covariance matrices.
- Rate of convergence in probability to the Marchenko-Pastur law
- Analysis of the limiting spectral distribution of large dimensional random matrices
- The norm of polynomials in large random and deterministic matrices
- Limiting spectral distribution of \(XX^{\prime }\) matrices
- Unbounded largest eigenvalue of large sample covariance matrices: asymptotics, fluctuations and applications
- A result on the limiting spectral distribution of random matrices with unequal variance entries
- On eigenvalues of a high-dimensional spatial-sign covariance matrix
- Tracy-Widom at each edge of real covariance and MANOVA estimators
- Functional CLT of eigenvectors for large sample covariance matrices
- Estimation of deviation for random covariance matrices
- Circular law theorem for random Markov matrices
- Asymptotically liberating sequences of random unitary matrices
- Random matrix theory in statistics: a review
- Deterministic equivalents for certain functionals of large random matrices
- The limiting spectra of Girko's block-matrix
- Central limit theorem of random quadratics forms involving random matrices
- Eigenvalues of large sample covariance matrices of spiked population models
- Convergence of the empirical spectral distribution function of beta matrices
- The limiting spectral measure for ensembles of symmetric block circulant matrices
- Limiting spectral distribution of large-dimensional sample covariance matrices generated by the periodic autoregressive model
- Direct shrinkage estimation of large dimensional precision matrix
- Most powerful test against a sequence of high dimensional local alternatives
- On the Limiting Spectral Density of Symmetric Random Matrices with Correlated Entries
- Statistical inference for high-dimensional global minimum variance portfolios
- Limit Theorems for Spectra of Random Matrices with Martingale Structure
- Limiting spectral measures for random matrix ensembles with a polynomial link function
- Limits of spiked random matrices. I
- Additive/multiplicative free subordination property and limiting eigenvectors of spiked additive deformations of Wigner matrices and spiked sample covariance matrices
- Finite diagonal random matrices
- Limiting spectral distribution of a new random matrix model with dependence across rows and columns
- Random covariance matrices: universality of local statistics of eigenvalues
- On the estimation of integrated covariance matrices of high dimensional diffusion processes
- On the strong convergence of the optimal linear shrinkage estimator for large dimensional covariance matrix
- Lévy-Khintchine random matrices and the Poisson weighted infinite skeleton tree
- Universality for Eigenvalue Algorithms on Sample Covariance Matrices
- Limiting spectral distribution of large sample covariance matrices associated with a class of stationary processes
- Limiting spectral distribution of Gram matrices associated with functionals of \(\beta\)-mixing processes
- The limit of the smallest singular value of random matrices with i.i.d. entries
- Limiting spectral distribution of random birth-death <italic>Q</italic> matrices
- Weak convergence of a collection of random functions defined by the eigenvectors of large dimensional random matrices
- On the empirical spectral distribution of lag-covariance matrix in singular spectrum analysis
- Joint CLT for top eigenvalues of sample covariance matrices of separable high dimensional long memory processes
- The spectral distribution of random mixed graphs
- Brown measure and asymptotic freeness of elliptic and related matrices
- Cleaning large correlation matrices: tools from random matrix theory
- On the singular value distribution of large-dimensional data matrices whose columns have different correlations
- Density and spacings for the energy levels of quadratic Fermi operators
- Limit spectra of random Gram matrices
- Limiting Spectral Distribution for Wigner Matrices with Dependent Entries
- On the weak limit of the largest eigenvalue of a large dimensional sample covariance matrix
- scientific article; zbMATH DE number 7662448 (Why is no real title available?)
- Limiting normalized spectral functions of a pencil of self-adjoint random matrices
- Ridgelized Hotelling’s T2 test on mean vectors of large dimension
- The limiting spectral distribution of large-dimensional general information-plus-noise-type matrices
- On singular values of large dimensional lag-\(\tau\) sample auto-correlation matrices
- Universality for cokernels of random matrix products
- Nonparametric estimate of spectral density functions of sample covariance matrices: a first step
- Functional CLT for sample covariance matrices
- Spectral convergence for a general class of random matrices
- Spectrum of non-Hermitian heavy tailed random matrices
- Eigenvectors of some large sample covariance matrix ensembles
- A note on a Marčenko-Pastur type theorem for time series
- Convergence rates to the Marchenko-Pastur type distribution
- Central limit theorem for Hotelling's \(T^{2}\) statistic under large dimension
- Asymptotic properties of eigenmatrices of a large sample covariance matrix
- High-dimensional covariance matrices under dynamic volatility models: asymptotics and shrinkage estimation
- Limiting spectral distributions of some band matrices
- The limiting spectral distribution of large random permutation matrices
- Spectra of large dimensional random Gram matrices under partial dependence
- Limiting spectral distributions of random matrices having equi-correlated normal structure
- Analysis of the limiting spectral distribution of large random matrices of the Marčenko-Pastur type
- Spectrum density estimation of sample covariance matrices with correlated entries
- Spectral analysis of spatial-sign covariance matrices with dependence and weaker moment conditions
- Convergence and asymptotic freeness of missing data matrices
- Signal plus noise type matrix in random matrix theory: a review
- On the empirical spectral distribution for matrices with long memory and independent rows
- Limiting spectral distribution of large-dimensional sample covariance matrices generated by VARMA
- On limit theorem for the eigenvalues of product of two random matrices
- A note on the limiting distribution of certain characteristic roots
- Strong convergence of the empirical distribution of eigenvalues of sample covariance matrices with a perturbation matrix
- Random matrices: The distribution of the smallest singular values
- Estimation of covariance matrix via the sparse Cholesky factor with lasso
This page was built for publication: Limiting spectral distribution for a class of random matrices
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1819859)