DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES

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Central limit theorem for Hotelling's \(T^{2}\) statistic under large dimension
On completeness of random exponentials in the Bargmann-Fock space
Limiting spectral distribution for a type of sample covariance matrices
Resolvent methods for steady premixed flame shapes governed by the Zhdanov--Trubnikov equation
Principal components in linear mixed models with general bulk
Central limit theorem for linear spectral statistics of general separable sample covariance matrices with applications
Multidimensional scaling of noisy high dimensional data
Distribution of the eigenvalues of a random system of homogeneous polynomials
A note on the CLT of the LSS for sample covariance matrix from a spiked population model
Large dimensional analysis of general margin based classification methods
Distances between random orthogonal matrices and independent normals
Smooth monotone covariance for elliptical distributions and applications in finance
Global spectrum fluctuations for the β-Hermite and β-Laguerre ensembles via matrix models
Three-parametric Marcenko-Pastur density
Ridge regression and asymptotic minimax estimation over spheres of growing dimension
When random tensors meet random matrices
Post-processed posteriors for sparse covariances
Precise asymptotics on spectral statistics of random matrices
SPANNING TREES AND BOOTSTRAP RELIABILITY ESTIMATION IN CORRELATION-BASED NETWORKS
A matrix model for hypergeometric Hurwitz numbers
Anisotropic local laws for random matrices
Analytic subordination theory of operator-valued free additive convolution and the solution of a general random matrix problem
On the condition number of the critically-scaled Laguerre unitary ensemble
On a model selection problem from high-dimensional sample covariance matrices
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
Entanglement criteria for the bosonic and fermionic induced ensembles
Limiting spectral distribution for large sample covariance matrices with \(m\)-dependent elements
Limiting spectral distribution for large sample covariance matrices with graph-dependent elements
On the distribution of the largest eigenvalue in principal components analysis
Thermodynamics of restricted Boltzmann machines and related learning dynamics
Truncated linear statistics associated with the top eigenvalues of random matrices
Statistical inference for high-dimensional global minimum variance portfolios
Rank 1 real Wishart spiked model
Is future climate predictable with statistics?
Fluctuations of Wigner-type random matrices associated with symmetric spaces of class DIII and CI
The limiting spectral distribution for large sample covariance matrices with unbounded \(m\)-dependent entries
Estimation of time-varying covariance matrices for large datasets
Optimization of MIMO systems capacity using large random matrix methods
Large dimensional analysis and optimization of robust shrinkage covariance matrix estimators
Asymptotic coincidence of the statistics for degenerate and non-degenerate correlated real Wishart ensembles
Spectrum of large Euclidean random matrices generated from \(l_p\) ellipsoids
Critical edge behavior and the Bessel to Airy transition in the singularly perturbed Laguerre unitary ensemble
The triangle law for Lyapunov exponents of large random matrices
Asymptotic properties of random matrices of long-range percolation model
Ridge Regression Under Dense Factor Augmented Models
Direct shrinkage estimation of large dimensional precision matrix
Fast inference in generalized linear models via expected log-likelihoods
Transitions in the stock markets of the US, UK and Germany
Properties of eigenvalues and eigenvectors of large-dimensional sample correlation matrices
Smallest eigenvalue density for regular or fixed-trace complex Wishart-Laguerre ensemble and entanglement in coupled kicked tops
Spectral analysis of the Moore-Penrose inverse of a large dimensional sample covariance matrix
Strong convergence of the empirical distribution of eigenvalues of sample covariance matrices with a perturbation matrix
Local Marchenko–Pastur law at the hard edge of the sample covariance ensemble
Ridge-type linear shrinkage estimation of the mean matrix of a high-dimensional normal distribution
Analysis of the limiting spectral distribution of large dimensional information-plus-noise type matrices
Statistical distribution of quantum entanglement for a random bipartite state
Optimal signal detection in some spiked random matrix models: likelihood ratio tests and linear spectral statistics
Reconstruction of a low-rank matrix in the presence of Gaussian noise
Singular value distribution of the propagation matrix in random scattering media
An overview on the applications of matrix theory in wireless communications and signal processing
On the empirical spectral distribution for certain models related to sample covariance matrices with different correlations
Proof of a conjecture on the infinite dimension limit of a unifying model for random matrix theory
On the Marčenko-Pastur law for linear time series
A local echo state property through the largest Lyapunov exponent
Narain transform for spectral deformations of random matrix models
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
The Law of Multiplication of Large Random Matrices Revisited
On Sufficient Conditions in the Marchenko--Pastur Theorem
An Algebraic Estimator for Large Spectral Density Matrices
scientific article; zbMATH DE number 3948509 (Why is no real title available?)
Large sample behaviour of high dimensional autocovariance matrices
Truncated linear statistics associated with the eigenvalues of random matrices. II: Partial sums over proper time delays for chaotic quantum dots
The limiting spectral distribution of large-dimensional general information-plus-noise-type matrices
Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
Matrix polynomial generalizations of the sample variance-covariance matrix when \(pn^{-1}\to y(0,\infty)\)
Empirical spectral distributions of sparse random graphs
Asymptotic properties of eigenmatrices of a large sample covariance matrix
Random matrix improved covariance estimation for a large class of metrics*
On singular value distribution of large-dimensional autocovariance matrices
MIXANDMIX: numerical techniques for the computation of empirical spectral distributions of population mixtures
Random matrix-improved estimation of covariance matrix distances
Principal components selection given extensively many variables
On universality of bulk local regime of the Hermitian sample covariance matrices
Local Marchenko-Pastur law for sparse rectangular random matrices
CLT for linear spectral statistics of large dimensional sample covariance matrices with dependent data
Top eigenvalue of a random matrix: large deviations and third order phase transition
A necessary and sufficient condition for edge universality at the largest singular values of covariance matrices
Error density estimation in high-dimensional sparse linear model
High-dimensional covariance matrix estimation
Eigenvector dreaming
Fast randomized numerical rank estimation for numerically low-rank matrices
Central limit theorem for mesoscopic eigenvalue statistics of deformed Wigner matrices and sample covariance matrices
Regularized estimation of large covariance matrices
Spiked sample covariance matrices with possibly multiple bulk components
Eigenvalues of large sample covariance matrices of spiked population models
Spectral densities of Wishart-Lévy free stable random matrices
Asymptotics for high dimensional regression \(M\)-estimates: fixed design results
On the post selection inference constant under restricted isometry properties
An eigenvalue distribution derived ‘Stability Measure’ for evaluating Minimum Variance portfolios

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