Pages that link to "Item:Q1167486"
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The following pages link to Some limit theorems for the eigenvalues of a sample covariance matrix (Q1167486):
Displaying 50 items.
- Gaussian fluctuations for linear spectral statistics of large random covariance matrices (Q303975) (← links)
- Functional limit theorems for random regular graphs (Q365705) (← links)
- On the sphericity test with large-dimensional observations (Q367207) (← links)
- Central limit theorems for linear spectral statistics of large dimensional \(F\)-matrices (Q424702) (← links)
- Gaussian fluctuation for linear eigenvalue statistics of large dilute Wigner matrices (Q477066) (← links)
- On estimation in the reduced-rank regression with a large number of responses and predictors (Q495393) (← links)
- Some tests for the covariance matrix with fewer observations than the dimension under non-normality (Q538191) (← links)
- Functional CLT for sample covariance matrices (Q627288) (← links)
- A note on a Marčenko-Pastur type theorem for time series (Q654461) (← links)
- Central limit theorem for Hotelling's \(T^{2}\) statistic under large dimension (Q655585) (← links)
- Central limit theorem for linear eigenvalue statistics of the Wigner and the sample covariance random matrices (Q745332) (← links)
- Accurate Bayesian data classification without hyperparameter cross-validation (Q779035) (← links)
- Limiting behavior of the eigenvalues of a multivariate F matrix (Q788420) (← links)
- Some limit theorems on the eigenvectors of large dimensional sample covariance matrices (Q802194) (← links)
- A limit theorem for the eigenvalues of product of two random matrices (Q802234) (← links)
- A CLT for a band matrix model (Q816990) (← links)
- How many entries of a typical orthogonal matrix can be approximated by independent normals? (Q850976) (← links)
- Global fluctuations in general \(\beta \) Dyson's Brownian motion (Q927924) (← links)
- Central limit theorem for signal-to-interference ratio of reduced rank linear receiver (Q930686) (← links)
- Fluctuations of eigenvalues and second order Poincaré inequalities (Q957720) (← links)
- Operator norm consistent estimation of large-dimensional sparse covariance matrices (Q1000305) (← links)
- Spectrum estimation for large dimensional covariance matrices using random matrix theory (Q1000306) (← links)
- On asymptotic behavior of multilinear eigenvalue statistics of random matrices (Q1012680) (← links)
- Universality results for the largest eigenvalues of some sample covariance matrix ensembles (Q1017885) (← links)
- Approximation of Haar distributed matrices and limiting distributions of eigenvalues of Jacobi ensembles (Q1017901) (← links)
- Central limit theorem for linear eigenvalue statistics of random matrices with independent entries (Q1035862) (← links)
- Concentration of measure and spectra of random matrices: applications to correlation matrices, elliptical distributions and beyond (Q1049567) (← 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)
- Some limit theorems for the eigenvalues of a sample covariance matrix (Q1167486) (← links)
- Addition of freely independent random variables (Q1188465) (← links)
- Circular law (Q1356353) (← links)
- Random matrices with complex Gaussian entries (Q1425688) (← links)
- On the large deviations of traces of random matrices (Q1633923) (← links)
- Universality in the fluctuation of eigenvalues of random circulant matrices (Q1642236) (← links)
- A supplement on CLT for LSS under a large dimensional generalized spiked covariance model (Q1642248) (← links)
- High dimensional covariance matrix estimation by penalizing the matrix-logarithm transformed likelihood (Q1658345) (← links)
- A short proof of the Marchenko-Pastur theorem (Q1695207) (← links)
- Mod-Gaussian convergence for random determinants (Q1712565) (← links)
- High-dimensional covariance matrices in elliptical distributions with application to spherical test (Q1731770) (← links)
- A new method for bounding rates of convergence of empirical spectral distributions (Q1770906) (← links)
- Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size (Q1848966) (← links)
- CLT for linear spectral statistics of large-dimensional sample covariance matrices. (Q1879863) (← links)
- Convergence of the largest eigenvalue of normalized sample covariance matrices when \(p\) and \(n\) both tend to infinity with their ratio converging to zero (Q1932236) (← links)
- The norm of polynomials in large random and deterministic matrices (Q1934355) (← links)
- Testing the independence of sets of large-dimensional variables (Q1935713) (← links)
- Limiting spectral distribution of \(XX^{\prime }\) matrices (Q1958511) (← links)
- A CLT for linear spectral statistics of large random information-plus-noise matrices (Q1986023) (← links)
- A random walk approach to linear statistics in random tournament ensembles (Q1990209) (← links)
- Unbounded largest eigenvalue of large sample covariance matrices: asymptotics, fluctuations and applications (Q2002709) (← links)
