On the eigenvectors of large dimensional sample covariance matrices

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Describing the Behavior of Eigenvectors of Random Matrices Using Sequences of Measures on Orthogonal Groups
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Eigen structure of a new class of covariance and inverse covariance matrices
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On spectral distribution of sample covariance matrices from large dimensional and large \(k\)-fold tensor products
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Limiting behavior of eigenvectors of large Wigner matrices
Comparison between two types of large sample covariance matrices
Sample covariance matrix for random vectors with heavy tails
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On the behaviour of the smallest eigenvalue of a high-dimensional sample covariance matrix
Functional CLT of eigenvectors for large sample covariance matrices
Cleaning large correlation matrices: tools from random matrix theory
Asymptotic properties of eigenmatrices of a large sample covariance matrix
Weak convergence of a collection of random functions defined by the eigenvectors of large dimensional random matrices
Central limit theorem for signal-to-interference ratio of reduced rank linear receiver
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Necessary and sufficient conditions for the asymptotic distributions of coherence of ultra-high dimensional random matrices
Central limit theorem for Hotelling's \(T^{2}\) statistic under large dimension
The eigenvalues and eigenvectors of finite, low rank perturbations of large random matrices
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