scientific article; zbMATH DE number 1347881
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(only showing first 100 items - show all)- Spectrum estimation for large dimensional covariance matrices using random matrix theory
- Asymptotic expansions of test statistics for dimensionality and additional information in canonical correlation analysis when the dimension is large
- The largest eigenvalues of finite rank deformation of large Wigner matrices: Convergence and nonuniversality of the fluctuations
- On asymptotic behavior of multilinear eigenvalue statistics of random matrices
- Fluctuations of matrix elements of regular functions of Gaussian random matrices
- Universality results for the largest eigenvalues of some sample covariance matrix ensembles
- General tridiagonal random matrix models, limiting distributions and fluctuations
- Approximation of Haar distributed matrices and limiting distributions of eigenvalues of Jacobi ensembles
- Extending the scope of empirical likelihood
- Spectra of random linear combinations of matrices defined via representations and Coxeter generators of the symmetric group
- Central limit theorem for linear eigenvalue statistics of random matrices with independent entries
- Another look at the moment method for large dimensional random matrices
- High-dimensional asymptotic expansion of LR statistic for testing intraclass correlation structure and its error bound
- Concentration of measure and spectra of random matrices: applications to correlation matrices, elliptical distributions and beyond
- Estimating sufficient reductions of the predictors in abundant high-dimensional regressions
- A note on the convergence rate of the spectral distributions of large random matrices
- A chi-square test for dimensionality with non-Gaussian data
- Random matrices with complex Gaussian entries
- Laplacian spectral moment and Laplacian Estrada index of random graphs
- Further results on distance estrada index of random graphs
- A new method for bounding rates of convergence of empirical spectral distributions
- The broken sample problem
- Estimation of two high-dimensional covariance matrices and the spectrum of their ratio
- Assessing linearity in high dimensions.
- On the distribution of the largest eigenvalue in principal components analysis
- Limiting spectral distribution of a special circulant
- CLT for linear spectral statistics of large-dimensional sample covariance matrices.
- The asymptotic distributions of the largest entries of sample correlation matrices.
- The norm of polynomials in large random and deterministic matrices
- Testing the independence of sets of large-dimensional variables
- On finite rank deformations of Wigner matrices
- Limiting spectral distribution of \(XX^{\prime }\) matrices
- Semiparametric model for covariance regression analysis
- Asymptotic properties on high-dimensional multivariate regression M-estimation
- Asymptotic behaviour of linear eigenvalue statistics of Hankel matrices
- Asymptotic analysis for extreme eigenvalues of principal minors of random matrices
- Random matrix theory and its applications
- Random perturbations of matrix polynomials
- CLT for linear spectral statistics of large dimensional sample covariance matrices with dependent data
- Inference on covariance-mean regression
- On the spectrum of noisy blown-up matrices
- Total variation approximation of random orthogonal matrices by Gaussian matrices
- Testing in high-dimensional spiked models
- The limiting spectral measure of the generalised inverse Gaussian random matrix model
- Concentration of the empirical spectral distribution of random matrices with dependent entries
- On asymptotic normality of cross data matrix-based PCA in high dimension low sample size
- Variable selection with spatially autoregressive errors: a generalized moments Lasso estimator
- Random matrix theory for heavy-tailed time series
- The circular law for sparse non-Hermitian matrices
- The energy of random signed graph
- Universality for the largest eigenvalue of sample covariance matrices with general population
- The wasteland of random supergravities
- Distributions of eigenvalues of large Euclidean matrices generated from l_p balls and spheres
- Extreme eigenvalues of large dimensional quaternion sample covariance matrices
- On fluctuations of eigenvalues of random permutation matrices
- Heat kernel empirical laws on \({\mathrm {U}}_N\) and \({\mathrm {GL}}_N\)
- Universality of the mean-field for the Potts model
- Tracy-Widom limit for the largest eigenvalue of a large class of complex sample covariance matrices
- On asymptotics of eigenvectors of large sample covariance matrix
- Distribution of eigenvalues of real symmetric palindromic Toeplitz matrices and circulant matrices
- A refined Hoeffding's upper tail probability bound for sum of independent random variables
- Consistency of spectral clustering
- Universality for certain Hermitian Wigner matrices under weak moment conditions
- Central limit theorems for eigenvalues of deformations of Wigner matrices
- On the spectral distribution of Gaussian random matrices
- The top eigenvalue of the random Toeplitz matrix and the sine kernel
- Asymptotically liberating sequences of random unitary matrices
- On concentration of high-dimensional matrices with randomly signed entries
- Random matrix theory in statistics: a review
- Distribution of eigenvalues of large Euclidean matrices generated from \(l_p\) ellipsoid
- Rate of convergence to the semi-circle law for the deformed Gaussian unitary Ensemble
- Estimation in spin glasses: a first step
- Asymptotic distributions of the signal-to-interference ratio of LMMSE detection in multiuser communications
- The limiting spectra of Girko's block-matrix
- The largest eigenvalue of rank one deformation of large Wigner matrices
- Wigner random matrices with non-symmetrically distributed entries
- The numerical rank of a matrix and its applications
- Central limit theorem of random quadratics forms involving random matrices
- Spectral measure of large random Hankel, Markov and Toeplitz matrices
- The rate of convergence for spectra of GUE and LUE matrix ensembles
- Eigenvalues of large sample covariance matrices of spiked population models
- Asymptotic probabilities of misclassification of two discriminant functions in cases of high dimensional data
- Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
- Analysis of the dynamics of iterative interference cancellation in iterative decoding
- Graph presentations for moments of noncentral Wishart distributions and their applications
- Limiting spectral distribution of large-dimensional sample covariance matrices generated by the periodic autoregressive model
- The spectra of random mixed graphs
- Tracy-Widom limit for the largest eigenvalue of high-dimensional covariance matrices in elliptical distributions
- Shrinkage estimation of mean-variance portfolio
- On the operator norm of random rectangular Toeplitz matrices
- The difference between two random mixed quantum states: exact and asymptotic spectral analysis
- Testing for sphericity in a fixed effects panel data model
- Implied basket correlation dynamics
- Rank 1 real Wishart spiked model
- A note on some random orthogonal polynomials on a compact interval
- On large deviations for the spectral measure of discrete Coulomb gas
- Noncrossing partitions, Catalan words, and the semicircle law
- Precise asymptotics for beta ensembles
- Eigenvalues of Euclidean random matrices
- Enhancement of the applicability of Markowitz's portfolio optimization by utilizing random matrix theory
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