SPECTRODE

swMATH13984MaRDI QIDQ25893FDOQ25893

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Described by source

• Efficient computation of limit spectra of sample covariance matrices

Cited In (11)

• Rapid evaluation of the spectral signal detection threshold and Stieltjes transform
• MIXANDMIX: numerical techniques for the computation of empirical spectral distributions of population mixtures
• CLT for linear spectral statistics of large dimensional sample covariance matrices with dependent data
• Eigenvalue distributions of variance components estimators in high-dimensional random effects models
• Almost sure convergence of the largest and smallest eigenvalues of high-dimensional sample correlation matrices
• Deterministic Parallel Analysis: An Improved Method for Selecting Factors and Principal Components
• Large sample autocovariance matrices of linear processes with heavy tails
• Optimal prediction in the linearly transformed spiked model
• \(e\)PCA: high dimensional exponential family PCA
• Cleaning large correlation matrices: tools from random matrix theory
• Numerical implementation of the QuEST function

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