Limiting spectral distribution for large sample correlation matrices
From MaRDI portal
Cites work
- scientific article; zbMATH DE number 3886886 (Why is no real title available?)
- scientific article; zbMATH DE number 3854249 (Why is no real title available?)
- scientific article; zbMATH DE number 5278585 (Why is no real title available?)
- scientific article; zbMATH DE number 4062374 (Why is no real title available?)
- scientific article; zbMATH DE number 4000257 (Why is no real title available?)
- scientific article; zbMATH DE number 5204610 (Why is no real title available?)
- scientific article; zbMATH DE number 3244317 (Why is no real title available?)
- A Non-Parametric Test of Independence
- Acknowledgment of priority: ``When does a randomly weighted self-normalized sum converge in distribution?
- Almost sure convergence of the largest and smallest eigenvalues of high-dimensional sample correlation matrices
- CLT for linear spectral statistics of large-dimensional sample covariance matrices.
- Central limit theorem of linear spectral statistics of high-dimensional sample correlation matrices
- Concentration of measure and spectra of random matrices: applications to correlation matrices, elliptical distributions and beyond
- Distribution Free Tests of Independence Based on the Sample Distribution Function
- Eigenvalues and eigenvectors of heavy-tailed sample covariance matrices with general growth rates: the iid case
- Expectation of the Ratio of the Sum of Squares to the Square of the Sum: Exact and Asymptotic Results
- Extreme eigenvalue statistics of \(m\)-dependent heavy-tailed matrices
- Extreme value analysis for the sample autocovariance matrices of heavy-tailed multivariate time series
- High dimensional correlation matrices: the central limit theorem and its applications
- Large sample correlation matrices: a comparison theorem and its applications
- Large sample covariance matrices and high-dimensional data analysis
- Limit of the smallest eigenvalue of a large dimensional sample covariance matrix
- Limiting distributions for eigenvalues of sample correlation matrices from heavy-tailed populations
- Log determinant of large correlation matrices under infinite fourth moment
- Logarithmic law of large random correlation matrices
- Necessary and sufficient conditions for almost sure convergence of the largest eigenvalue of a Wigner matrix
- Necessary and sufficient conditions for the Marchenko-Pastur theorem
- On a conjecture of Seneta on regular variation of truncated moments
- On the distribution of the largest eigenvalue in principal components analysis
- On the empirical distribution of eigenvalues of a class of large dimensional random matrices
- Poisson convergence for the largest eigenvalues of heavy tailed random matrices
- Probability inequalities.
- Ranks and measures
- Spectral Properties of Rescaled Sample Correlation Matrix
- Spectral analysis of large dimensional random matrices
- Statistical challenges with high dimensionality: feature selection in knowledge discovery
- The limit of the smallest singular value of random matrices with i.i.d. entries
- The limiting distributions of eigenvalues of sample correlation matrices
- Time series: theory and methods.
- Universality in the bulk of the spectrum for complex sample covariance matrices
- Universality of covariance matrices
- When is the Student \(t\)-statistic asymptotically standard normal?
This page was built for publication: Limiting spectral distribution for large sample correlation matrices
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6927569)
