Pages that link to "Item:Q1879863"

The following pages link to CLT for linear spectral statistics of large-dimensional sample covariance matrices. (Q1879863):

Displaying 50 items.

• Spectral analysis of the Moore-Penrose inverse of a large dimensional sample covariance matrix (Q276985) (← links)
• Gaussian fluctuations for linear spectral statistics of large random covariance matrices (Q303975) (← links)
• Tests for large-dimensional covariance structure based on Rao's score test (Q321908) (← links)
• Central limit theorem for linear eigenvalue statistics of elliptic random matrices (Q325922) (← links)
• Regularized LRT for large scale covariance matrices: one sample problem (Q338414) (← links)
• Functional limit theorems for random regular graphs (Q365705) (← links)
• Asymptotic power of sphericity tests for high-dimensional data (Q366967) (← links)
• On the sphericity test with large-dimensional observations (Q367207) (← 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)
• A new test for the proportionality of two large-dimensional covariance matrices (Q406556) (← links)
• Central limit theorems for linear spectral statistics of large dimensional \(F\)-matrices (Q424702) (← links)
• Likelihood ratio tests for covariance matrices of high-dimensional normal distributions (Q433736) (← links)
• Gaussian fluctuation for linear eigenvalue statistics of large dilute Wigner matrices (Q477066) (← links)
• Strong representation of weak convergence (Q487510) (← links)
• Partial linear eigenvalue statistics for Wigner and sample covariance random matrices (Q495702) (← links)
• Fluctuations of the free energy of the spherical Sherrington-Kirkpatrick model (Q505553) (← links)
• On the limiting spectral distribution of the covariance matrices of time-lagged processes (Q604359) (← links)
• Nonparametric estimate of spectral density functions of sample covariance matrices: a first step (Q620566) (← links)
• Functional CLT for sample covariance matrices (Q627288) (← links)
• Fluctuations of eigenvalues of random normal matrices (Q635474) (← links)
• Eigenvectors of some large sample covariance matrix ensembles (Q644783) (← links)
• Convergence rates to the Marchenko-Pastur type distribution (Q655317) (← links)
• Central limit theorem for Hotelling's \(T^{2}\) statistic under large dimension (Q655585) (← links)
• Asymptotic properties of eigenmatrices of a large sample covariance matrix (Q655590) (← links)
• Central limit theorem for linear spectral statistics of large dimensional quaternion sample covariance matrices (Q725526) (← links)
• Large complex correlated Wishart matrices: fluctuations and asymptotic independence at the edges (Q726805) (← links)
• Central limit theorems for eigenvalues in a spiked population model (Q731681) (← links)
• Local expectations of the population spectral distribution of a high-dimensional covariance matrix (Q744778) (← links)
• Central limit theorem for linear eigenvalue statistics of the Wigner and the sample covariance random matrices (Q745332) (← links)
• A robust test for sphericity of high-dimensional covariance matrices (Q746886) (← links)
• Statistical methodology and theory for functional and topological data. Abstracts from the workshop held June 16--22, 2019 (Q782999) (← links)
• Gaussian fluctuations for linear eigenvalue statistics of products of independent iid random matrices (Q785408) (← links)
• A CLT for a band matrix model (Q816990) (← links)
• Central limit theorem for linear spectral statistics of large dimensional Kendall's rank correlation matrices and its applications (Q820817) (← links)
• Central limit theorem for linear spectral statistics of general separable sample covariance matrices with applications (Q826962) (← links)
• A rate of convergence result for the largest eigenvalue of complex white Wishart matrices (Q874730) (← links)
• Gaussian fluctuations for non-Hermitian random matrix ensembles (Q874731) (← links)
• On fluctuations of eigenvalues of random band matrices (Q888935) (← 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)
• Almost sure limit of the smallest eigenvalue of some sample correlation matrices (Q966514) (← links)
• The limiting spectral distribution of the product of the Wigner matrix and a nonnegative definite matrix (Q990879) (← links)
• Operator norm consistent estimation of large-dimensional sparse covariance matrices (Q1000305) (← links)
• Statistical eigen-inference from large Wishart matrices (Q1000310) (← links)
• On asymptotic behavior of multilinear eigenvalue statistics of random matrices (Q1012680) (← links)
• Fluctuations of matrix elements of regular functions of Gaussian random matrices (Q1012701) (← 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)