Cited in
(16)- CLT for linear spectral statistics of large dimensional sample covariance matrices with dependent data
- Large sample autocovariance matrices of linear processes with heavy tails
- Deterministic parallel analysis: an improved method for selecting factors and principal components
- Optimal prediction in the linearly transformed spiked model
- Rapid evaluation of the spectral signal detection threshold and Stieltjes transform
- \(e\)PCA: high dimensional exponential family PCA
- Numerical implementation of the QuEST function
- RMTool
- Condor
- OptShrink
- WONDER
- QuEST
- Cleaning large correlation matrices: tools from random matrix theory
- MIXANDMIX: numerical techniques for the computation of empirical spectral distributions of population mixtures
- Almost sure convergence of the largest and smallest eigenvalues of high-dimensional sample correlation matrices
- Eigenvalue distributions of variance components estimators in high-dimensional random effects models
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