Pages that link to "Item:Q1907827"
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The following pages link to Strong convergence of the empirical distribution of eigenvalues of large dimensional random matrices (Q1907827):
Displaying 50 items.
- Estimation of the global minimum variance portfolio in high dimensions (Q90168) (← links)
- A well-conditioned estimator for large-dimensional covariance matrices (Q149569) (← links)
- Nonlinear shrinkage estimation of large-dimensional covariance matrices (Q149570) (← 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)
- Gaussian fluctuations for linear spectral statistics of large random covariance matrices (Q303975) (← 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)
- Estimation of the population spectral distribution from a large dimensional sample covariance matrix (Q394089) (← links)
- Limiting spectral distribution for a type of sample covariance matrices (Q395125) (← 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)
- Strong representation of weak convergence (Q487510) (← 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)
- Inference in regression models with many regressors (Q528054) (← links)
- On the limiting spectral distribution of the covariance matrices of time-lagged processes (Q604359) (← links)
- High-dimensionality effects in the Markowitz problem and other quadratic programs with linear constraints: risk underestimation (Q620558) (← links)
- Nonparametric estimate of spectral density functions of sample covariance matrices: a first step (Q620566) (← links)
- Functional CLT for sample covariance matrices (Q627288) (← links)
- Spectral convergence for a general class of random matrices (Q633054) (← links)
- Eigenvectors of some large sample covariance matrix ensembles (Q644783) (← links)
- A note on a Marčenko-Pastur type theorem for time series (Q654461) (← 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)
- Supersymmetry approach to Wishart correlation matrices: exact results (Q690722) (← links)
- Large complex correlated Wishart matrices: fluctuations and asymptotic independence at the edges (Q726805) (← 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)
- A robust test for sphericity of high-dimensional covariance matrices (Q746886) (← links)
- On sample eigenvalues in a generalized spiked population model (Q765838) (← links)
- Limiting spectral distribution of large-dimensional sample covariance matrices generated by VARMA (Q842930) (← links)
- The spectrum of kernel random matrices (Q847627) (← links)
- On limit theorem for the eigenvalues of product of two random matrices (Q860335) (← links)
- Central limit theorem for signal-to-interference ratio of reduced rank linear receiver (Q930686) (← links)
- MANOVA for large hypothesis degrees of freedom under non-normality (Q946212) (← links)
- Universality in complex Wishart ensembles for general covariance matrices with 2 distinct eigenvalues (Q962215) (← links)
- Strong convergence of the empirical distribution of eigenvalues of sample covariance matrices with a perturbation matrix (Q968484) (← links)
- The limiting spectral distribution of the product of the Wigner matrix and a nonnegative definite matrix (Q990879) (← links)
- Analysis of the limiting spectral distribution of large dimensional information-plus-noise type matrices (Q997001) (← 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)
- 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)
- Exact separation of eigenvalues of large dimensional sample covariance matrices (Q1568298) (← links)
- A supplement on CLT for LSS under a large dimensional generalized spiked covariance model (Q1642248) (← links)
- Consistency of AIC and BIC in estimating the number of significant components in high-dimensional principal component analysis (Q1650069) (← links)
- Numerical implementation of the QuEST function (Q1658388) (← links)
