Convergence Rates of Spectral Distributions of Large Sample Covariance Matrices
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Publication:4443802
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Cited in
(28)- Ridge regression and asymptotic minimax estimation over spheres of growing dimension
- Precise asymptotics on spectral statistics of random matrices
- 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
- A note on the convergence rate of the spectral distributions of large sample covariance matrices
- Kernel density estimates in a non-standard situation
- Spectral analysis of the Moore-Penrose inverse of a large dimensional sample covariance matrix
- Local law for eigenvalues of random regular bipartite graphs
- Joint convergence of sample autocovariance matrices when \(p/n\to 0\) with application
- Non-white Wishart ensembles
- On the spectral density of large sample covariance matrices with Markov dependent columns
- Random matrix theory in statistics: a review
- Functional CLT for sample covariance matrices
- Uniform approximation of eigenvalues in Laguerre and Hermite 𝛽-ensembles by roots of orthogonal polynomials
- Random matrices: The distribution of the smallest singular values
- On asymptotics of eigenvectors of large sample covariance matrix
- Convergence of the empirical spectral distribution of Gaussian matrix-valued processes
- The rate of convergence of spectra of sample covariance matrices
- Weak convergence of the empirical spectral distribution of high-dimensional band sample covariance matrices
- The numerical rank of a matrix and its applications
- Second-order moment convergence rates for spectral statistics of random matrices
- Convergence rates of spectral distributions of large dimensional quaternion sample covariance matrices
- Convergence rates to the Marchenko-Pastur type distribution
- The rate of convergence for spectra of GUE and LUE matrix ensembles
- A new method for bounding rates of convergence of empirical spectral distributions
- Cleaning large correlation matrices: tools from random matrix theory
- Convergence rates of eigenvector empirical spectral distribution of large dimensional sample covariance matrix
- Convergence rate of expected spectral distributions of large random matrices. II: Sample covariance matrices
- Rate of convergence in probability to the Marchenko-Pastur law
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