DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES

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

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
Spectrum estimation: a unified framework for covariance matrix estimation and PCA in large dimensions
On asymptotics of eigenvectors of large sample covariance matrix
Comparison between two types of large sample covariance matrices
On the norm and eigenvalue distribution of large random matrices
Moments of the transmission eigenvalues, proper delay times, and random matrix theory. I
Large deviations of the extreme eigenvalues of random deformations of matrices
Moments of the transmission eigenvalues, proper delay times and random matrix theory. II
On the correlation functions of the characteristic polynomials of the Hermitian sample covariance matrices
Optimal estimation of a large-dimensional covariance matrix under Stein's loss
The largest eigenvalues of sample covariance matrices for a spiked population: diagonal case
Asymptotic spectra of matrix-valued functions of independent random matrices and free probability
Estimation of the global minimum variance portfolio in high dimensions
A well-conditioned estimator for large-dimensional covariance matrices
Nonlinear shrinkage estimation of large-dimensional covariance matrices
Fixed support positive-definite modification of covariance matrix estimators via linear shrinkage
The random matrix regime of Maronna's M-estimator with elliptically distributed samples
On the strong convergence of the optimal linear shrinkage estimator for large dimensional covariance matrix
Asymptotics of the principal components estimator of large factor models with weakly influential factors
Optimal shrinkage of eigenvalues in the spiked covariance model
The rate of convergence for spectra of GUE and LUE matrix ensembles
Spectral convergence for a general class of random matrices
Rates of convergence in conditional covariance matrix with nonparametric entries estimation
Universality for the largest eigenvalue of sample covariance matrices with general population
On the spectral distribution of Gaussian random matrices
Universality of covariance matrices
Random weighted projections, random quadratic forms and random eigenvectors
Semicircle law of Tyler's \(M\)-estimator for scatter
Covariance regularization by thresholding
Convergence and prediction of principal component scores in high-dimensional settings
Eigenvectors of some large sample covariance matrix ensembles
Numerical implementation of the QuEST function
Random covariance matrices: universality of local statistics of eigenvalues up to the edge
Finite sample approximation results for principal component analysis: A matrix perturbation approach
Asymptotic Theory of Eigenvectors for Random Matrices With Diverging Spikes
On sample eigenvalues in a generalized spiked population model
Central limit theorem for Hotelling's \(T^{2}\) statistic under large dimension
Global spectrum fluctuations for the β-Hermite and β-Laguerre ensembles via matrix models
Three-parametric Marcenko-Pastur density
Truncated linear statistics associated with the top eigenvalues of random matrices
Thermodynamics of restricted Boltzmann machines and related learning dynamics
Smallest eigenvalue density for regular or fixed-trace complex Wishart-Laguerre ensemble and entanglement in coupled kicked tops
An overview on the applications of matrix theory in wireless communications and signal processing
Proof of a conjecture on the infinite dimension limit of a unifying model for random matrix theory
A local echo state property through the largest Lyapunov exponent
Truncated linear statistics associated with the eigenvalues of random matrices. II: Partial sums over proper time delays for chaotic quantum dots
MIXANDMIX: numerical techniques for the computation of empirical spectral distributions of population mixtures
Random matrix-improved estimation of covariance matrix distances
Spiked sample covariance matrices with possibly multiple bulk components
Title not available (Why is that?)
Fundamental limits of weak recovery with applications to phase retrieval

This page was built for publication: DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5544792)