On eigenvalues of a high-dimensional spatial-sign covariance matrix
From MaRDI portal
Publication:2073230
Cites work
- A CLT for a band matrix model
- A simpler spatial-sign-based two-sample test for high-dimensional data
- Asymptotics of eigenstructure of sample correlation matrices for high-dimensional spiked models
- Central limit theorem for linear eigenvalue statistics of random matrices with independent entries
- Central Limit Theorem for Mutual Information of Large MIMO Systems With Elliptically Correlated Channels
- Central limit theorem for signal-to-interference ratio of reduced rank linear receiver
- Central limit theorem for traces of large random symmetric matrices with independent matrix elements
- CLT for linear spectral statistics of large-dimensional sample covariance matrices.
- DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
- High dimensional correlation matrices: the central limit theorem and its applications
- High-dimensional covariance matrices in elliptical distributions with application to spherical test
- scientific article; zbMATH DE number 5278585 (Why is no real title available?)
- scientific article; zbMATH DE number 3638844 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- Large sample covariance matrices and high-dimensional data analysis
- Limiting spectral distribution for a class of random matrices
- No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices
- On fluctuations of eigenvalues of random Hermitian matrices.
- On the convergence of the spectral empirical process of Wigner matrices
- On the eigenvalues of the spatial sign covariance matrix in more than two dimensions
- Robust principal component analysis for functional data. (With comments)
- Sign and rank covariance matrices
- Some limit theorems for the eigenvalues of a sample covariance matrix
- Spatial sign correlation
- Spatial-sign based high-dimensional location test
- Spectral analysis of large dimensional random matrices
- Strong convergence of the empirical distribution of eigenvalues of large dimensional random matrices
- Substitution principle for CLT of linear spectral statistics of high-dimensional sample covariance matrices with applications to hypothesis testing
- Tests for high-dimensional data based on means, spatial signs and spatial ranks
- The asymptotic inadmissibility of the spatial sign covariance matrix for elliptically symmetric distributions
Cited in
(12)- On the eigenvectors of large-dimensional sample spatial sign covariance matrices
- Likelihood ratio tests under model misspecification in high dimensions
- Asymptotic properties of high-dimensional spatial median in elliptical distributions with application
- CLT for linear spectral statistics of high-dimensional sample covariance matrices in elliptical distributions
- Robust PCA for high‐dimensional data based on characteristic transformation
- A bootstrap method for spectral statistics in high-dimensional elliptical models
- On eigenvalues of a high-dimensional spatial-sign covariance matrix
- Statistical inference on kurtosis of independent component model
- Robust two-way dimension reduction by Grassmannian barycenter
- Testing high-dimensional covariance structures using double-normalized observations
- Title not available (Why is no real title available?)
- Title not available (Why is no real title available?)
This page was built for publication: On eigenvalues of a high-dimensional spatial-sign covariance matrix
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2073230)