RANDOM MATRICES AND HIGH-DIMENSIONAL STATISTICS: BEYOND COVARIANCE MATRICES

DOI10.1142/9789813272880_0163zbMath1451.62054OpenAlexW2972910140MaRDI QIDQ5122138

Noureddine El Karoui

Publication date: 22 September 2020

Published in: Proceedings of the International Congress of Mathematicians (ICM 2018) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/9789813272880_0163

zbMATH Keywords

random matricescovariance matrix

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Random matrices (probabilistic aspects) (60B20) Inference from stochastic processes and spectral analysis (62M15) Nonparametric statistical resampling methods (62G09) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

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