Pages that link to "Item:Q1039514"

The following pages link to Spectral analysis of large dimensional random matrices (Q1039514):

Displaying 50 items.

• Estimation of the global minimum variance portfolio in high dimensions (Q90168) (← links)
• A central limit theorem for sums of functions of residuals in a high-dimensional regression model with an application to variance homoscedasticity test (Q90730) (← links)
• Fast community detection by SCORE (Q144808) (← links)
• Two sample tests for high-dimensional covariance matrices (Q150754) (← links)
• An adaptable generalization of Hotelling's $T^2$ test in high dimension (Q151159) (← links)
• Variance inequalities for quadratic forms with applications (Q259859) (← links)
• Direct shrinkage estimation of large dimensional precision matrix (Q268760) (← links)
• Spectral analysis of the Moore-Penrose inverse of a large dimensional sample covariance matrix (Q276985) (← links)
• Large sample behaviour of high dimensional autocovariance matrices (Q282456) (← links)
• On two simple and effective procedures for high dimensional classification of general populations (Q284189) (← links)
• High-dimensional consistency of rank estimation criteria in multivariate linear model (Q290726) (← links)
• Optimal bounds for convergence of expected spectral distributions to the semi-circular law (Q292124) (← links)
• Outliers in the single ring theorem (Q292127) (← links)
• Nonparametric eigenvalue-regularized precision or covariance matrix estimator (Q292867) (← links)
• Kolmogorov width of discrete linear spaces: an approach to matrix rigidity (Q301519) (← links)
• Beyond universality in random matrix theory (Q303965) (← links)
• Gaussian fluctuations for linear spectral statistics of large random covariance matrices (Q303975) (← links)
• Moderate deviation principles for eigenvalues of \(\beta\)-Hermite and \(\beta\)-Laguerre ensembles with \(\beta \to \infty\) (Q312083) (← links)
• Convergence of empirical spectral distributions of large dimensional quaternion sample covariance matrices (Q312589) (← links)
• Tests for large-dimensional covariance structure based on Rao's score test (Q321908) (← links)
• On the Matsumoto-Yor property in free probability (Q323811) (← links)
• Semicircle law for a matrix ensemble with dependent entries (Q325914) (← links)
• On the semicircular law of large-dimensional random quaternion matrices (Q325919) (← links)
• Precise asymptotics for beta ensembles (Q358970) (← links)
• Poisson approximations on the free Wigner chaos (Q359685) (← links)
• On the sphericity test with large-dimensional observations (Q367207) (← links)
• Local eigenvalue density for general MANOVA matrices (Q377777) (← links)
• Localization and delocalization of eigenvectors for heavy-tailed random matrices (Q389281) (← links)
• The skew energy of random oriented graphs (Q389735) (← links)
• Identity tests for high dimensional data using RMT (Q391630) (← links)
• Estimation of the population spectral distribution from a large dimensional sample covariance matrix (Q394089) (← links)
• Precise asymptotics on spectral statistics of random matrices (Q397214) (← links)
• Random subshifts of finite type (Q414282) (← links)
• Limiting spectral distribution of a new random matrix model with dependence across rows and columns (Q417413) (← links)
• Central limit theorems for linear spectral statistics of large dimensional \(F\)-matrices (Q424702) (← links)
• Boundary behavior in high dimension, low sample size asymptotics of PCA (Q432317) (← links)
• Semicircle law of Tyler's \(M\)-estimator for scatter (Q433584) (← links)
• Universality and the circular law for sparse random matrices (Q433915) (← links)
• Covariance matrix estimation for stationary time series (Q450046) (← links)
• On the strong convergence of the optimal linear shrinkage estimator for large dimensional covariance matrix (Q458655) (← links)
• Batch latency analysis and phase transitions for a tandem of queues with exponentially distributed service times (Q475139) (← links)
• Tracy-Widom at high temperature (Q478410) (← links)
• Localization and delocalization for heavy tailed band matrices (Q479720) (← links)
• Numerical range for random matrices (Q489087) (← links)
• Concentration inequalities for non-Lipschitz functions with bounded derivatives of higher order (Q495552) (← links)
• Limiting spectral distribution of large sample covariance matrices associated with a class of stationary processes (Q495709) (← links)
• Limiting spectral distribution of Gram matrices associated with functionals of \(\beta\)-mixing processes (Q497762) (← links)
• The limit of the smallest singular value of random matrices with i.i.d. entries (Q499284) (← links)
• On the almost sure location of the singular values of certain Gaussian block-Hankel large random matrices (Q501821) (← links)
• Circular unitary ensembles: parametric models and their asymptotic maximum likelihood estimates (Q503997) (← links)