The eigenvector LSD of information plus noise matrices and its application to linear regression model

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Cites work

scientific article; zbMATH DE number 3444596 (Why is no real title available?)
An introduction to random matrices
Analysis of the limiting spectral distribution of large dimensional information-plus-noise type matrices
Asymptotics of AIC, BIC and \(C_p\) model selection rules in high-dimensional regression
Central limit theorem for signal-to-interference ratio of reduced rank linear receiver
Convergence of eigenvector empirical spectral distribution of sample covariance matrices
Convergence rate of eigenvector empirical spectral distribution of large Wigner matrices
Convergence rates of eigenvector empirical spectral distribution of large dimensional sample covariance matrix
Enhancement of the applicability of Markowitz's portfolio optimization by utilizing random matrix theory
Estimating the dimension of a model
Functional CLT of eigenvectors for large sample covariance matrices
No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices
On asymptotics of eigenvectors of large sample covariance matrix
On the eigenvectors of large dimensional sample covariance matrices
On the empirical distribution of eigenvalues of a class of large dimensional random matrices
On the empirical distribution of eigenvalues of large dimensional information-plus-noise-type matrices
On the limit of the largest eigenvalue of the large dimensional sample covariance matrix
Some limit theorems on the eigenvectors of large dimensional sample covariance matrices
Spectral analysis of large dimensional random matrices
Strong convergence of the empirical distribution of eigenvalues of large dimensional random matrices
Weak convergence of random functions defined by the eigenvectors of sample covariance matrices

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