No eigenvalues outside the support of the limiting empirical spectral distribution of a separable covariance matrix

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Eigenvalues of large sample covariance matrices of spiked population models
No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices
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Spectral efficiency in the wideband regime

Cited In (31)

Large sample covariance matrices of Gaussian observations with uniform correlation decay
Central limit theorem for linear spectral statistics of general separable sample covariance matrices with applications
No eigenvalues outside the support of the limiting spectral distribution of information-plus-noise type matrices
Ridge Regression Under Dense Factor Augmented Models
On the Marčenko-Pastur law for linear time series
Rapid evaluation of the spectral signal detection threshold and Stieltjes transform
Spiked multiplicative random matrices and principal components
Concentration of measure and spectra of random matrices: applications to correlation matrices, elliptical distributions and beyond
The Tracy-Widom law for the largest eigenvalue of F type matrices
Some strong convergence theorems for eigenvalues of general sample covariance matrices
Random matrix theory in statistics: a review
Joint CLT for top eigenvalues of sample covariance matrices of separable high dimensional long memory processes
The spectrum of kernel random matrices
Spiked separable covariance matrices and principal components
Convergence of eigenvector empirical spectral distribution of sample covariance matrices
Strong limit of the extreme eigenvalues of a symmetrized auto-cross covariance matrix
Edge universality of separable covariance matrices
Joint inference based on Stein-type averaging estimators in the linear regression model
Beyond islands: a free probabilistic approach
Limiting spectral distribution of renormalized separable sample covariance matrices when \(p/n\to 0\)
On the singular value distribution of large-dimensional data matrices whose columns have different correlations
Data-driven optimal shrinkage of singular values under high-dimensional noise with separable covariance structure with application
The random matrix regime of Maronna's M-estimator with elliptically distributed samples
Local laws for multiplication of random matrices
Spectral convergence for a general class of random matrices
Universality for the largest eigenvalue of sample covariance matrices with general population
Central limit theorem for linear spectral statistics of large dimensional separable sample covariance matrices
Cleaning large correlation matrices: tools from random matrix theory
Separable sample covariance matrices under elliptical populations with applications
Analysis of the limiting spectral measure of large random matrices of the separable covariance type
The norm of polynomials in large random and deterministic matrices

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