scientific article
From MaRDI portal
Publication:3656484
zbMath1182.15022MaRDI QIDQ3656484
Publication date: 13 January 2010
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Special integral transforms (Legendre, Hilbert, etc.) (44A15) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)
Related Items (7)
Direct shrinkage estimation of large dimensional precision matrix ⋮ A necessary and sufficient condition for edge universality at the largest singular values of covariance matrices ⋮ Tracy-Widom limit for the largest eigenvalue of high-dimensional covariance matrices in elliptical distributions ⋮ Estimation of the Number of Spiked Eigenvalues in a Covariance Matrix by Bulk Eigenvalue Matching Analysis ⋮ On the strong convergence of the optimal linear shrinkage estimator for large dimensional covariance matrix ⋮ High dimensional deformed rectangular matrices with applications in matrix denoising ⋮ Singular vector distribution of sample covariance matrices
This page was built for publication: