The Limiting Eigenvalue Distribution of a Multivariate F Matrix

Recommendations

Limiting behavior of the eigenvalues of a multivariate F matrix
scientific article; zbMATH DE number 4034855
A limit theorem for the eigenvalues of product of two random matrices
Strong convergence of the empirical distribution of eigenvalues of large dimensional random matrices
On the empirical distribution of eigenvalues of large dimensional information-plus-noise-type matrices

Cited in

(24)

The polynomial method for random matrices
On limiting spectral distribution of product of two random matrices when the underlying distribution is isotropic
CLT for linear spectral statistics of large-dimensional sample covariance matrices.
Testing the independence of sets of large-dimensional variables
Random matrix-improved estimation of covariance matrix distances
Limiting laws for extreme eigenvalues of large-dimensional spiked Fisher matrices with a divergent number of spikes
In memoriam: Paruchuri Rama Krishnaiah (1932--1987). A tribute
Random matrix theory in statistics: a review
CLT for linear spectral statistics of a rescaled sample precision matrix
scientific article; zbMATH DE number 4034855 (Why is no real title available?)
On the Limiting Empirical Distribution Function of the Eigenvalues of a Multivariate F Matrix
Central limit theorems for linear spectral statistics of large dimensional \(F\)-matrices
Lois asymptotiques de fonctions des valeurs propres d'une suite d'opérateurs aléatoires auto-adjoints
On estimation in the reduced-rank regression with a large number of responses and predictors
Approximation of the power functions of Roy's largest root test under general spiked alternatives
On the limiting spectral distribution of the covariance matrices of time-lagged processes
On singular values of large dimensional lag-\(\tau\) sample auto-correlation matrices
Convergence rates to the Marchenko-Pastur type distribution
Detecting Changes in Covariance via Random Matrix Theory
Limiting spectral distributions of random matrices having equi-correlated normal structure
Comments on a result of Yin, Bai, and Krishnaiah for large dimensional multivariate F matrices
Limiting behavior of the eigenvalues of a multivariate F matrix
Limiting spectral distribution of large-dimensional sample covariance matrices generated by VARMA
On limit theorem for the eigenvalues of product of two random matrices

This page was built for publication: The Limiting Eigenvalue Distribution of a Multivariate F Matrix

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3745071)