On the weak limit of the largest eigenvalue of a large dimensional sample covariance matrix
From MaRDI portal
Publication:583703
DOI10.1016/0047-259X(89)90042-0zbMath0692.60022MaRDI QIDQ583703
Publication date: 1989
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Related Items
On the interval of fluctuation of the singular values of random matrices, A note on the largest eigenvalue of a large dimensional sample covariance matrix, A necessary and sufficient condition for edge universality at the largest singular values of covariance matrices, Norms of random matrices: local and global problems, The norm of polynomials in large random and deterministic matrices, Convergence rate to the Tracy-Widom laws for the largest eigenvalue of sample covariance matrices, Product of exponentials and spectral radius of random \(k\)-circulants, MOPS: multivariate orthogonal polynomials (symbolically), The limit of the smallest singular value of random matrices with i.i.d. entries, Some estimates of norms of random matrices, On the largest singular values of random matrices with independent Cauchy entries, Edge universality of separable covariance matrices, An upper bound on the smallest singular value of a square random matrix, Universality results for the largest eigenvalues of some sample covariance matrix ensembles, The smallest singular value of heavy-tailed not necessarily i.i.d. random matrices via random rounding, Constructive regularization of the random matrix norm, Quantitative Version of a Silverstein’s Result, Limiting behavior of the norm of products of random matrices and two problems of Geman-Hwang
Cites Work
