DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES

Cited In (only showing first 100 items - show all)

Principal components in linear mixed models with general bulk
Central limit theorem for linear spectral statistics of general separable sample covariance matrices with applications
Anisotropic local laws for random matrices
The triangle law for Lyapunov exponents of large random matrices
Properties of eigenvalues and eigenvectors of large-dimensional sample correlation matrices
On the empirical spectral distribution for certain models related to sample covariance matrices with different correlations
Matrix polynomial generalizations of the sample variance-covariance matrix when \(pn^{-1}\to y(0,\infty)\)
Empirical spectral distributions of sparse random graphs
Error density estimation in high-dimensional sparse linear model
A necessary and sufficient condition for edge universality at the largest singular values of covariance matrices
Asymptotics for high dimensional regression \(M\)-estimates: fixed design results
On the post selection inference constant under restricted isometry properties
Spectral densities of Wishart-Lévy free stable random matrices
Extremal correlators and random matrix theory
From the first rigorous proof of the circular law in 1984 to the circular law for block random matrices under the generalized Lindeberg condition
The inverse tangent law for the solutions of systems of linear algebraic equations with independent random coefficients is proven under Linderberg's condition.
Random constructions in Bell inequalities: a survey
Complete random matrix classification of SYK models with \( \mathcal{N} = 0, 1\) and 2 supersymmetry
Joint convergence of sample autocovariance matrices when \(p/n\to 0\) with application
Tracy-Widom limit for Kendall's tau
Eigenvalue distributions of variance components estimators in high-dimensional random effects models
In memoriam: Paruchuri Rama Krishnaiah (1932--1987). A tribute
Spectral analysis of large sparse matrices for scalable direct solvers
Analytical nonlinear shrinkage of large-dimensional covariance matrices
Analysis of dynamic correlation of Japanese stock returns with network clustering
A random matrix approach to neural networks
Chaos and random matrices in supersymmetric SYK
Eigenvalues of large chiral non-Hermitian random matrices
Learning low-dimensional nonlinear structures from high-dimensional noisy data: an integral operator approach
The conjugate gradient algorithm on a general class of spiked covariance matrices
Berry-Esseen bounds and Cramér type large deviations for eigenvalues of random matrices
Estimation of the inverse scatter matrix of an elliptically symmetric distribution
Multivariate spline analysis for multiplicative models: estimation, testing and application to climate change
Extremal eigenvalues of sample covariance matrices with general population
Applying free random variables to random matrix analysis of financial data. Part I: The Gaussian case
Spectra of infinite-dimensional sample covariance matrices
On asymptotics for the spectrum of the product of two random rectangular matrices
Encoded value-at-risk: a machine learning approach for portfolio risk measurement
On the largest singular values of random matrices with independent Cauchy entries
A general solution to (free) deterministic equivalents
Distribution of eigenvalues of systems of the form \(Au=tBu\)
A new attempt to identify long-term precursors for endogenous financial crises in the market correlation structures
Spectra of overlapping Wishart matrices and the Gaussian free field
Quadratic shrinkage for large covariance matrices
Extreme value problems in random matrix theory and other disordered systems
35 years of the inverse tangent law
A spectral dominance approach to large random matrices
Convergence rates of eigenvector empirical spectral distribution of large dimensional sample covariance matrix
Large dimensional analysis of general margin based classification methods
Distances between random orthogonal matrices and independent normals
Distribution of the eigenvalues of a random system of homogeneous polynomials
Fluctuations for differences of linear eigenvalue statistics for sample covariance matrices
A statistical mechanics approach to de-biasing and uncertainty estimation in Lasso for random measurements
Limiting spectral distribution for large sample covariance matrices with \(m\)-dependent elements
On the condition number of the critically-scaled Laguerre unitary ensemble
Statistical inference for high-dimensional global minimum variance portfolios
On the distribution of the largest eigenvalue in principal components analysis
Asymptotic coincidence of the statistics for degenerate and non-degenerate correlated real Wishart ensembles
The limiting spectral distribution for large sample covariance matrices with unbounded \(m\)-dependent entries
Critical edge behavior and the Bessel to Airy transition in the singularly perturbed Laguerre unitary ensemble
Fast inference in generalized linear models via expected log-likelihoods
Direct shrinkage estimation of large dimensional precision matrix
Spectral analysis of the Moore-Penrose inverse of a large dimensional sample covariance matrix
Statistical distribution of quantum entanglement for a random bipartite state
Reconstruction of a low-rank matrix in the presence of Gaussian noise
On the Marčenko-Pastur law for linear time series
Evaluation and selection of models for out-of-sample prediction when the sample size is small relative to the complexity of the data-generating process
Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
Large sample behaviour of high dimensional autocovariance matrices
Principal components selection given extensively many variables
Regularized estimation of large covariance matrices
Eigenvalues of large sample covariance matrices of spiked population models
Nonparametric eigenvalue-regularized precision or covariance matrix estimator
Sampling quantum nonlocal correlations with high probability
Asymptotic zero distribution of Jacobi-Piñeiro and multiple Laguerre polynomials
Additive/multiplicative free subordination property and limiting eigenvectors of spiked additive deformations of Wigner matrices and spiked sample covariance matrices
Real second order freeness and Haar orthogonal matrices
Robust spiked random matrices and a robust G-MUSIC estimator
Minimax risk of matrix denoising by singular value thresholding
Asymptotic distribution of singular values of powers of random matrices
Kernel spectral clustering of large dimensional data
The Tracy-Widom law for the largest eigenvalue of F type matrices
Asymptotic properties of large random matrices with independent entries
Positive-definite \(\ell_1\)-penalized estimation of large covariance matrices
Asymptotics of hierarchical clustering for growing dimension
Random matrix theory in statistics: a review
Second order statistics of robust estimators of scatter. Application to GLRT detection for elliptical signals
A CLT for a band matrix model
On a class of free Lévy laws related to a regression problem
Functional CLT for sample covariance matrices
A note on a Marčenko-Pastur type theorem for time series
Detection of weak signals in high-dimensional complex-valued data
CLT for linear spectral statistics of large-dimensional sample covariance matrices.
Large deviations asymptotics for spherical integrals
Central limit theorem for linear eigenvalue statistics of random matrices with independent entries
Marčenko-Pastur law for Tyler's M-estimator
On the spectrum of sample covariance matrices for time series
Asymptotic properties of principal component analysis and shrinkage-bias adjustment under the generalized spiked population model
Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
The wasteland of random supergravities

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