Pages that link to "Item:Q1107209"
From MaRDI portal
The following pages link to A note on the largest eigenvalue of a large dimensional sample covariance matrix (Q1107209):
Displaying 50 items.
- More powerful tests for sparse high-dimensional covariances matrices (Q290714) (← links)
- Extreme eigenvalues of sparse, heavy tailed random matrices (Q326830) (← links)
- Additive/multiplicative free subordination property and limiting eigenvectors of spiked additive deformations of Wigner matrices and spiked sample covariance matrices (Q376265) (← links)
- Covariance estimation for distributions with \({2+\varepsilon}\) moments (Q378788) (← links)
- Product of exponentials and spectral radius of random \(k\)-circulants (Q424701) (← links)
- Around the circular law (Q431517) (← links)
- A universal expectation bound on empirical projections of deformed random matrices (Q495712) (← links)
- The limit of the smallest singular value of random matrices with i.i.d. entries (Q499284) (← links)
- Extreme value analysis for the sample autocovariance matrices of heavy-tailed multivariate time series (Q508723) (← links)
- On the weak limit of the largest eigenvalue of a large dimensional sample covariance matrix (Q583703) (← links)
- Test for bandedness of high-dimensional covariance matrices and bandwidth estimation (Q693724) (← links)
- Spectral norm of products of random and deterministic matrices (Q718893) (← links)
- An upper bound on the smallest singular value of a square random matrix (Q722769) (← links)
- No-gaps delocalization for general random matrices (Q730026) (← links)
- MANOVA for large hypothesis degrees of freedom under non-normality (Q946212) (← links)
- On the limit of the largest eigenvalue of the large dimensional sample covariance matrix (Q1092547) (← links)
- On the eigenvectors of large dimensional sample covariance matrices (Q1124199) (← links)
- No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices (Q1307081) (← links)
- Random matrices with complex Gaussian entries (Q1425688) (← links)
- Lower bounds for the smallest singular value of structured random matrices (Q1621447) (← links)
- Almost sure convergence of the largest and smallest eigenvalues of high-dimensional sample correlation matrices (Q1639676) (← links)
- A necessary and sufficient condition for edge universality at the largest singular values of covariance matrices (Q1661567) (← links)
- Concentration and universal randomisation of proper subspaces (Q1683610) (← links)
- Norms of random matrices: local and global problems (Q1684656) (← links)
- Optimal estimation of a large-dimensional covariance matrix under Stein's loss (Q1750102) (← links)
- The norm of polynomials in large random and deterministic matrices (Q1934355) (← links)
- Unbounded largest eigenvalue of large sample covariance matrices: asymptotics, fluctuations and applications (Q2002709) (← links)
- Approximate Spielman-Teng theorems for the least singular value of random combinatorial matrices (Q2040198) (← links)
- In memoriam: Paruchuri Rama Krishnaiah (1932--1987). A tribute (Q2062778) (← links)
- Random matrix theory and its applications (Q2075698) (← links)
- The asymptotic distribution of the condition number for random circulant matrices (Q2093404) (← links)
- Functional CLT of eigenvectors for large sample covariance matrices (Q2254734) (← links)
- Edge universality of separable covariance matrices (Q2279318) (← links)
- Convergence rates of least squares regression estimators with heavy-tailed errors (Q2313287) (← links)
- Extreme eigenvalues of large dimensional quaternion sample covariance matrices (Q2343830) (← links)
- On the concentration of random multilinear forms and the universality of random block matrices (Q2349145) (← links)
- Eigenvalues and eigenvectors of heavy-tailed sample covariance matrices with general growth rates: the iid case (Q2359717) (← links)
- Circular law theorem for random Markov matrices (Q2428509) (← links)
- Restricted isometry property for random matrices with heavy-tailed columns (Q2450279) (← links)
- Random matrix theory in statistics: a review (Q2453609) (← links)
- Universality of covariance matrices (Q2454401) (← links)
- The Littlewood-Offord problem and invertibility of random matrices (Q2483181) (← links)
- On the interval of fluctuation of the singular values of random matrices (Q2628338) (← links)
- DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS (Q2981828) (← links)
- On the largest singular values of random matrices with independent Cauchy entries (Q3024254) (← links)
- The joint distribution of the marginals of multipartite random quantum states (Q3387059) (← links)
- Large deviations for eigenvalues of sample covariance matrices, with applications to mobile communication systems (Q3603197) (← links)
- Mesoscopic perturbations of large random matrices (Q4568316) (← links)
- Large-deviation asymptotics of condition numbers of random matrices (Q5014312) (← links)
- Some strong convergence theorems for eigenvalues of general sample covariance matrices (Q5092963) (← links)
