Estimation of deviation for random covariance matrices
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Cites work
- Asymptotics for Laguerre polynomials with large order and parameters
- Convergence rates to the Marchenko-Pastur type distribution
- Convergence to the semicircle law
- DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
- Dynamics in several complex variables: endomorphisms of projective spaces and polynomial-like mappings
- scientific article; zbMATH DE number 3477793 (Why is no real title available?)
- scientific article; zbMATH DE number 3443655 (Why is no real title available?)
- Isotropic local laws for sample covariance and generalized Wigner matrices
- Large deviation theorem for zeros of polynomials and Hermitian random matrices
- Limiting spectral distribution for a class of random matrices
- Local Marchenko-Pastur law at the hard edge of sample covariance matrices
- Random covariance matrices: universality of local statistics of eigenvalues
- Rate of convergence in probability to the Marchenko-Pastur law
- Some limit theorems for the eigenvalues of a sample covariance matrix
- Some new asymptotic properties for the zeros of Jacobi, Laguerre, and Hermite polynomials
- Spectral analysis of large dimensional random matrices
- Spectral Analysis of Networks with Random Topologies
- The strong limits of random matrix spectra for sample matrices of independent elements
- Universality of local eigenvalue statistics for some sample covariance matrices
Cited in
(12)- Gaussian fluctuations for sample covariance matrices with dependent data
- Random matrix-improved estimation of covariance matrix distances
- Error estimates resulting from the norms of certain noise covariance matrices
- Quantitative estimates of the convergence of the empirical covariance matrix in log-concave ensembles
- Estimation and Tests for Departures from Rao-Structured Covariance Matrices
- Estimating the covariance of random matrices
- scientific article; zbMATH DE number 2147973 (Why is no real title available?)
- Extended proof of the statement: Convergence rate of expected spectral functions of the sample covariance matrix Ȓ mn (n) is equal to O(n -1/2 ) under the condition m n n -1 ≤ c < i and the method of critical steepest descent
- On the empirical spectral distribution for certain models related to sample covariance matrices with different correlations
- Learning Theory
- Eigenvalue variance bounds for covariance matrices
- Distribution approximation of covariance matrix eigenvalues
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