Some limit theorems for the eigenvalues of a sample covariance matrix
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Cited in
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- Functional limit theorems for random regular graphs
- A short proof of the Marchenko-Pastur theorem
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- Asymptotic distributions of the signal-to-interference ratio of LMMSE detection in multiuser communications
- Rare events in random matrix theory
- A CLT for information-theoretic statistics of non-centered Gram random matrices
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- Central limit theorem for Hotelling's \(T^{2}\) statistic under large dimension
- The norm of polynomials in large random and deterministic matrices
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- Global spectrum fluctuations for the β-Hermite and β-Laguerre ensembles via matrix models
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- Spectrum estimation for large dimensional covariance matrices using random matrix theory
- A CLT for linear spectral statistics of large random information-plus-noise matrices
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- Fluctuations for differences of linear eigenvalue statistics for sample covariance matrices
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- How many entries of a typical orthogonal matrix can be approximated by independent normals?
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- Testing independence via spectral moments
- Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
- Global fluctuations for linear statistics of \({\beta}\)-Jacobi ensembles
- Limiting spectral distribution of \(XX^{\prime }\) matrices
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- Testing the independence of sets of large-dimensional variables
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- Addition of freely independent random variables
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- Large deviations of spread measures for Gaussian matrices
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- Spectral statistics of high dimensional sample covariance matrix with unbounded population spectral norm
- In memoriam: Paruchuri Rama Krishnaiah (1932--1987). A tribute
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- A supplement on CLT for LSS under a large dimensional generalized spiked covariance model
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- A functional CLT for partial traces of random matrices
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