No eigenvalues outside the support of the limiting empirical spectral distribution of a separable covariance matrix
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Cites work
- scientific article; zbMATH DE number 5691097 (Why is no real title available?)
- scientific article; zbMATH DE number 3181396 (Why is no real title available?)
- scientific article; zbMATH DE number 1025837 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- Analysis of the limiting spectral distribution of large dimensional information-plus-noise type matrices
- Analysis of the limiting spectral distribution of large dimensional random matrices
- Asymptotics of sample eigenstructure for a large dimensional spiked covariance model
- Eigenvalues of large sample covariance matrices of spiked population models
- Function theory of several complex variables
- No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices
- On the empirical distribution of eigenvalues of a class of large dimensional random matrices
- On the limit of the largest eigenvalue of the large dimensional sample covariance matrix
- Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
- Random Matrix Theory and Wireless Communications
- Spectral efficiency in the wideband regime
- Tracy-Widom limit for the largest eigenvalue of a large class of complex sample covariance matrices
Cited in
(32)- On the Marčenko-Pastur law for linear time series
- On the singular value distribution of large-dimensional data matrices whose columns have different correlations
- Spiked separable covariance matrices and principal components
- Data-driven optimal shrinkage of singular values under high-dimensional noise with separable covariance structure with application
- Edge universality of separable covariance matrices
- Some strong convergence theorems for eigenvalues of general sample covariance matrices
- Spectral convergence for a general class of random matrices
- Joint inference based on Stein-type averaging estimators in the linear regression model
- Spiked multiplicative random matrices and principal components
- Separable sample covariance matrices under elliptical populations with applications
- Local laws for multiplication of random matrices
- 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
- Rapid evaluation of the spectral signal detection threshold and Stieltjes transform
- Beyond islands: a free probabilistic approach
- Concentration of measure and spectra of random matrices: applications to correlation matrices, elliptical distributions and beyond
- Convergence of eigenvector empirical spectral distribution of sample covariance matrices
- The spectrum of kernel random matrices
- Strong limit of the extreme eigenvalues of a symmetrized auto-cross covariance matrix
- No eigenvalues outside the support of the limiting spectral distribution of information-plus-noise type matrices
- Limiting spectral distribution of renormalized separable sample covariance matrices when \(p/n\to 0\)
- Central limit theorem for linear spectral statistics of large dimensional separable sample covariance matrices
- The Tracy-Widom law for the largest eigenvalue of F type matrices
- The random matrix regime of Maronna's M-estimator with elliptically distributed samples
- The norm of polynomials in large random and deterministic matrices
- Cleaning large correlation matrices: tools from random matrix theory
- Ridge Regression Under Dense Factor Augmented Models
- No eigenvalues outside the support of the limiting spectral distribution of large dimensional noncentral sample covariance matrices
- Universality for the largest eigenvalue of sample covariance matrices with general population
- Joint CLT for top eigenvalues of sample covariance matrices of separable high dimensional long memory processes
- Random matrix theory in statistics: a review
- Analysis of the limiting spectral measure of large random matrices of the separable covariance type
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