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

DOI10.1016/j.spl.2023.109811zbMath1517.60014OpenAlexW4322123515MaRDI QIDQ6165366

Yuling Li, Huanchao Zhou, Jiang Hu

Publication date: 4 July 2023

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2023.109811

zbMATH Keywords

LSDrandom matrix theorylinear regression modelESDinformation plus noise matrix

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Random matrices (probabilistic aspects) (60B20)

Cites Work

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