Pages that link to "Item:Q1898402"

The following pages link to On the empirical distribution of eigenvalues of a class of large dimensional random matrices (Q1898402):

Displaying 50 items.

• Large sample behaviour of high dimensional autocovariance matrices (Q282456) (← links)
• Kernel spectral clustering of large dimensional data (Q302428) (← links)
• Statistical inference for complex time series data. Abstracts from the workshop held September 22--28, 2013. (Q347169) (← links)
• A note on functional averages over Gaussian ensembles (Q361607) (← links)
• Limits of spiked random matrices. I (Q365716) (← links)
• Asymptotic power of sphericity tests for high-dimensional data (Q366967) (← links)
• Additive/multiplicative free subordination property and limiting eigenvectors of spiked additive deformations of Wigner matrices and spiked sample covariance matrices (Q376265) (← links)
• Local eigenvalue density for general MANOVA matrices (Q377777) (← links)
• Identity tests for high dimensional data using RMT (Q391630) (← links)
• Limiting spectral distribution for a type of sample covariance matrices (Q395125) (← links)
• Large dimensional analysis and optimization of robust shrinkage covariance matrix estimators (Q406518) (← links)
• Limiting spectral distribution of a new random matrix model with dependence across rows and columns (Q417413) (← links)
• The singular values and vectors of low rank perturbations of large rectangular random matrices (Q444963) (← links)
• On the estimation of integrated covariance matrices of high dimensional diffusion processes (Q449988) (← links)
• On the strong convergence of the optimal linear shrinkage estimator for large dimensional covariance matrix (Q458655) (← links)
• Robust spiked random matrices and a robust G-MUSIC estimator (Q495368) (← links)
• Limiting spectral distribution of large sample covariance matrices associated with a class of stationary processes (Q495709) (← links)
• Cleaning large correlation matrices: tools from random matrix theory (Q521794) (← links)
• Spectral convergence for a general class of random matrices (Q633054) (← links)
• Eigenvectors of some large sample covariance matrix ensembles (Q644783) (← links)
• Convergence rates to the Marchenko-Pastur type distribution (Q655317) (← links)
• Anisotropic local laws for random matrices (Q682801) (← links)
• On the empirical spectral distribution for matrices with long memory and independent rows (Q737178) (← links)
• Local expectations of the population spectral distribution of a high-dimensional covariance matrix (Q744778) (← links)
• Limiting spectral distribution of large-dimensional sample covariance matrices generated by VARMA (Q842930) (← links)
• On limit theorem for the eigenvalues of product of two random matrices (Q860335) (← links)
• Second order statistics of robust estimators of scatter. Application to GLRT detection for elliptical signals (Q900808) (← links)
• No eigenvalues outside the support of the limiting empirical spectral distribution of a separable covariance matrix (Q958905) (← links)
• Universality in complex Wishart ensembles for general covariance matrices with 2 distinct eigenvalues (Q962215) (← links)
• Almost sure limit of the smallest eigenvalue of some sample correlation matrices (Q966514) (← links)
• Asymptotic analysis of large cooperative relay networks using random matrix theory (Q966621) (← links)
• Strong convergence of the empirical distribution of eigenvalues of sample covariance matrices with a perturbation matrix (Q968484) (← links)
• Large dimension forecasting models and random singular value spectra (Q978861) (← links)
• Random block matrices generalizing the classical Jacobi and Laguerre ensembles (Q979241) (← links)
• The limiting spectral distribution of the product of the Wigner matrix and a nonnegative definite matrix (Q990879) (← links)
• Spectrum estimation for large dimensional covariance matrices using random matrix theory (Q1000306) (← links)
• Finite sample approximation results for principal component analysis: A matrix perturbation approach (Q1000307) (← links)
• The polynomial method for random matrices (Q1029549) (← links)
• Concentration of measure and spectra of random matrices: applications to correlation matrices, elliptical distributions and beyond (Q1049567) (← links)
• No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices (Q1307081) (← links)
• Circular law (Q1356353) (← links)
• Large deviations asymptotics for spherical integrals (Q1604555) (← links)
• A random matrix approach to neural networks (Q1650102) (← links)
• Numerical implementation of the QuEST function (Q1658388) (← links)
• A necessary and sufficient condition for edge universality at the largest singular values of covariance matrices (Q1661567) (← links)
• Horn's problem and Harish-Chandra's integrals. Probability density functions (Q1667157) (← links)
• Distribution of singular values of random band matrices; Marchenko-Pastur law and more (Q1675342) (← links)
• A short proof of the Marchenko-Pastur theorem (Q1695207) (← links)
• The spectral norm of random inner-product kernel matrices (Q1729691) (← links)
• High-dimensional covariance matrices in elliptical distributions with application to spherical test (Q1731770) (← links)