On the weak limit of the largest eigenvalue of a large dimensional sample covariance matrix

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Cites work

A note on the largest eigenvalue of a large dimensional sample covariance matrix
Limiting spectral distribution for a class of random matrices
On the limit of the largest eigenvalue of the large dimensional sample covariance matrix

Cited in

(29)

The norm of polynomials in large random and deterministic matrices
Limit of the smallest eigenvalue of a large dimensional sample covariance matrix
Limiting behavior of the norm of products of random matrices and two problems of Geman-Hwang
On the eigenvectors of large dimensional sample covariance matrices
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On the limit of the largest eigenvalue of the large dimensional sample covariance matrix
MOPS: multivariate orthogonal polynomials (symbolically)
On the interval of fluctuation of the singular values of random matrices
Product of exponentials and spectral radius of random \(k\)-circulants
A necessary and sufficient condition for edge universality at the largest singular values of covariance matrices
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An upper bound on the smallest singular value of a square random matrix
Asymptotic geometric analysis: achievements and perspective
Some strong convergence theorems for eigenvalues of general sample covariance matrices
Convergence rate to the Tracy-Widom laws for the largest eigenvalue of sample covariance matrices
A note on the largest eigenvalue of a large dimensional sample covariance matrix
Large sample approximations for the LR statistic for equality of the smallest eigenvalues of a covariance matrix under elliptical population
Strong limit of the extreme eigenvalues of a symmetrized auto-cross covariance matrix
Edge universality of separable covariance matrices
Universality results for the largest eigenvalues of some sample covariance matrix ensembles
Constructive regularization of the random matrix norm
Some estimates of norms of random matrices
Quantitative Version of a Silverstein’s Result
On the largest singular values of random matrices with independent Cauchy entries
The limit of the smallest singular value of random matrices with i.i.d. entries
The smallest singular value of heavy-tailed not necessarily i.i.d. random matrices via random rounding
Weak convergence of random functions defined by the eigenvectors of sample covariance matrices
A weak law of large numbers for the sample covariance matrix
Norms of random matrices: local and global problems

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