Rate of convergence in probability to the Marchenko-Pastur law
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Publication:1880902
DOI10.3150/BJ/1089206408zbMATH Open1049.60018OpenAlexW1991127564WikidataQ59620016 ScholiaQ59620016MaRDI QIDQ1880902FDOQ1880902
Friedrich Götze, A. N. Tikhomirov
Publication date: 24 September 2004
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.bj/1089206408
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Cited In (31)
- On Approximating Matrix Norms in Data Streams
- Ridge estimation of covariance matrix from data in two classes.
- Random covariance matrices: universality of local statistics of eigenvalues
- Local law for eigenvalues of random regular bipartite graphs
- A Dichotomous Behavior of Guttman-Kaiser Criterion from Equi-Correlated Normal Population
- Normal approximation and confidence region of singular subspaces
- The limit empirical spectral distribution of complex matrix polynomials
- The spectral norm of random inner-product kernel matrices
- Biwhitening Reveals the Rank of a Count Matrix
- Random matrix theory in statistics: a review
- Random matrices, nonbacktracking walks, and orthogonal polynomials
- Universality for cokernels of random matrix products
- Spectral graph matching and regularized quadratic relaxations. I: Algorithm and Gaussian analysis
- Nonparametric estimate of spectral density functions of sample covariance matrices: a first step
- Convergence of eigenvector empirical spectral distribution of sample covariance matrices
- Approximating the little Grothendieck problem over the orthogonal and unitary groups
- The circular law for random matrices
- Estimation of the Number of Spiked Eigenvalues in a Covariance Matrix by Bulk Eigenvalue Matching Analysis
- Asymptotic spectra of matrix-valued functions of independent random matrices and free probability
- Estimation of deviation for random covariance matrices
- Connecting eigenvalue rigidity with polymer geometry: diffusive transversal fluctuations under large deviation
- Convergence rates of spectral distributions of large dimensional quaternion sample covariance matrices
- Linear spectral statistics of eigenvectors of anisotropic sample covariance matrices
- Convergence rates to the Marchenko-Pastur type distribution
- The rate of convergence for spectra of GUE and LUE matrix ensembles
- Title not available (Why is that?)
- Rate of convergence to the semi-circle law for the deformed Gaussian unitary Ensemble
- Universality of covariance matrices
- Amalgamated free Lévy processes as limits of sample covariance matrices
- Convergence rates of eigenvector empirical spectral distribution of large dimensional sample covariance matrix
- Rate of convergence for sparse sample covariance matrices
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