DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES

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Global spectrum fluctuations for the β-Hermite and β-Laguerre ensembles via matrix models
Reconstruction of a low-rank matrix in the presence of Gaussian noise
Convergence and prediction of principal component scores in high-dimensional settings
Asymptotic spectra of matrix-valued functions of independent random matrices and free probability
Moments of the transmission eigenvalues, proper delay times, and random matrix theory. I
Real second order freeness and Haar orthogonal matrices
Direct shrinkage estimation of large dimensional precision matrix
A note on a Marčenko-Pastur type theorem for time series
On the Marčenko-Pastur law for linear time series
On sample eigenvalues in a generalized spiked population model
Spectral analysis of the Moore-Penrose inverse of a large dimensional sample covariance matrix
On the strong convergence of the optimal linear shrinkage estimator for large dimensional covariance matrix
On the spectrum of sample covariance matrices for time series
Optimal estimation of a large-dimensional covariance matrix under Stein's loss
Large deviations of the extreme eigenvalues of random deformations of matrices
Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
Moments of the transmission eigenvalues, proper delay times and random matrix theory. II
Nonparametric eigenvalue-regularized precision or covariance matrix estimator
Sampling quantum nonlocal correlations with high probability
Statistical inference for high-dimensional global minimum variance portfolios
Eigenvectors of some large sample covariance matrix ensembles
Spectral convergence for a general class of random matrices
Large sample behaviour of high dimensional autocovariance matrices
Asymptotics of hierarchical clustering for growing dimension
On the distribution of the largest eigenvalue in principal components analysis
Positive-definite \(\ell_1\)-penalized estimation of large covariance matrices
Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
Minimax risk of matrix denoising by singular value thresholding
The largest eigenvalues of sample covariance matrices for a spiked population: diagonal case
Fluctuations for differences of linear eigenvalue statistics for sample covariance matrices
Fixed support positive-definite modification of covariance matrix estimators via linear shrinkage
Critical edge behavior and the Bessel to Airy transition in the singularly perturbed Laguerre unitary ensemble
A statistical mechanics approach to de-biasing and uncertainty estimation in Lasso for random measurements
The limiting spectral distribution for large sample covariance matrices with unbounded \(m\)-dependent entries
Asymptotic coincidence of the statistics for degenerate and non-degenerate correlated real Wishart ensembles
Asymptotic distribution of singular values of powers of random matrices
Second order statistics of robust estimators of scatter. Application to GLRT detection for elliptical signals
Estimation of the global minimum variance portfolio in high dimensions
Asymptotic properties of principal component analysis and shrinkage-bias adjustment under the generalized spiked population model
A well-conditioned estimator for large-dimensional covariance matrices
Nonlinear shrinkage estimation of large-dimensional covariance matrices
Asymptotic zero distribution of Jacobi-Piñeiro and multiple Laguerre polynomials
Regularized estimation of large covariance matrices
Rates of convergence in conditional covariance matrix with nonparametric entries estimation
Comparison between two types of large sample covariance matrices
Numerical implementation of the QuEST function
Random weighted projections, random quadratic forms and random eigenvectors
Distribution of the eigenvalues of a random system of homogeneous polynomials
Statistical distribution of quantum entanglement for a random bipartite state
Central limit theorem for linear eigenvalue statistics of random matrices with independent entries
A CLT for a band matrix model
Detection of weak signals in high-dimensional complex-valued data
Kernel spectral clustering of large dimensional data
The wasteland of random supergravities
Asymptotics of the principal components estimator of large factor models with weakly influential factors
Robust spiked random matrices and a robust G-MUSIC estimator
The Tracy-Widom law for the largest eigenvalue of F type matrices
Limiting spectral distribution for large sample covariance matrices with \(m\)-dependent elements
Spectrum estimation: a unified framework for covariance matrix estimation and PCA in large dimensions
The random matrix regime of Maronna's M-estimator with elliptically distributed samples
Marčenko-Pastur law for Tyler's M-estimator
Random covariance matrices: universality of local statistics of eigenvalues up to the edge
CLT for linear spectral statistics of large-dimensional sample covariance matrices.
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
Finite sample approximation results for principal component analysis: A matrix perturbation approach
On the spectral distribution of Gaussian random matrices
Large deviations asymptotics for spherical integrals
Fast inference in generalized linear models via expected log-likelihoods
Eigenvalues of large sample covariance matrices of spiked population models
Additive/multiplicative free subordination property and limiting eigenvectors of spiked additive deformations of Wigner matrices and spiked sample covariance matrices
Principal components selection given extensively many variables
Semicircle law of Tyler's \(M\)-estimator for scatter
Covariance regularization by thresholding
Asymptotic Theory of Eigenvectors for Random Matrices With Diverging Spikes
On a class of free Lévy laws related to a regression problem
On the condition number of the critically-scaled Laguerre unitary ensemble
Asymptotic properties of large random matrices with independent entries
On the norm and eigenvalue distribution of large random matrices
Universality for the largest eigenvalue of sample covariance matrices with general population
On asymptotics of eigenvectors of large sample covariance matrix
Universality of covariance matrices
Central limit theorem for Hotelling's \(T^{2}\) statistic under large dimension
Optimal shrinkage of eigenvalues in the spiked covariance model
Random matrix theory in statistics: a review
Functional CLT for sample covariance matrices
On the correlation functions of the characteristic polynomials of the Hermitian sample covariance matrices
The rate of convergence for spectra of GUE and LUE matrix ensembles
Applying free random variables to random matrix analysis of financial data. Part I: The Gaussian case
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.
On asymptotics for the spectrum of the product of two random rectangular matrices
Distribution of eigenvalues of systems of the form \(Au=tBu\)
In memoriam: Paruchuri Rama Krishnaiah (1932--1987). A tribute
The conjugate gradient algorithm on a general class of spiked covariance matrices
On the largest singular values of random matrices with independent Cauchy entries
Matrix polynomial generalizations of the sample variance-covariance matrix when \(pn^{-1}\to y(0,\infty)\)
Asymptotics for high dimensional regression \(M\)-estimates: fixed design results
On the post selection inference constant under restricted isometry properties
Error density estimation in high-dimensional sparse linear model
Spectra of infinite-dimensional sample covariance matrices

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