Local expectations of the population spectral distribution of a high-dimensional covariance matrix
DOI10.1007/S00362-013-0501-6zbMATH Open1297.62126OpenAlexW2029508666MaRDI QIDQ744778FDOQ744778
Authors: Weiming Li 
Publication date: 26 September 2014
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-013-0501-6
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Cites Work
- Spectral analysis of large dimensional random matrices
- On the distribution of the largest eigenvalue in principal components analysis
- Strong convergence of the empirical distribution of eigenvalues of large dimensional random matrices
- Spectrum estimation for large dimensional covariance matrices using random matrix theory
- Improved Estimation of Eigenvalues and Eigenvectors of Covariance Matrices Using Their Sample Estimates
- Title not available (Why is that?)
- ON ESTIMATION OF THE POPULATION SPECTRAL DISTRIBUTION FROM A HIGH‐DIMENSIONAL SAMPLE COVARIANCE MATRIX
- CLT for linear spectral statistics of large-dimensional sample covariance matrices.
- On the empirical distribution of eigenvalues of a class of large dimensional random matrices
- Estimation of the population spectral distribution from a large dimensional sample covariance matrix
- A Complex Rolle's Theorem
- Eigenvalue Estimation of Parameterized Covariance Matrices of Large Dimensional Data
- Fluctuations of an Improved Population Eigenvalue Estimator in Sample Covariance Matrix Models
Cited In (4)
- CLT for linear spectral statistics of large dimensional sample covariance matrices with dependent data
- A local moment estimator of the spectrum of a large dimensional covariance matrix
- Convergence rate of eigenvector empirical spectral distribution of large Wigner matrices
- ON ESTIMATION OF THE POPULATION SPECTRAL DISTRIBUTION FROM A HIGH‐DIMENSIONAL SAMPLE COVARIANCE MATRIX
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