Rate of convergence for sparse sample covariance matrices

DOI10.1007/978-3-031-30114-8_7MaRDI QIDQ6119052zbMATH OpenOpenAlexFDO

Authors Friedrich Götze, A. N. Tikhomirov, Dmitry Timushev

Publication date 22 March 2024

Published in Foundations of Modern Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-031-30114-8_7

zbMATH Keywords

Marchenko-Pastur lawrate of convergencesparse sample covariance matricesStieltjes transform

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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• Moment Inequalities for Linear and Nonlinear Statistics
• On the local semicircular law for Wigner ensembles
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• Rate of convergence in probability to the Marchenko-Pastur law
• Spectral analysis of large dimensional random matrices
• Spectral statistics of Erdős-Rényi graphs II: eigenvalue spacing and the extreme eigenvalues
• Spectral statistics of Erdős-Rényi graphs. I: Local semicircle law
• Tracy-Widom distribution for the largest eigenvalue of real sample covariance matrices with general population

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