Pages that link to "Item:Q2240824"
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The following pages link to Point process convergence for the off-diagonal entries of sample covariance matrices (Q2240824):
Displaying 6 items.
- Large sample correlation matrices: a comparison theorem and its applications (Q2082651) (← links)
- The asymptotic distribution of the condition number for random circulant matrices (Q2093404) (← links)
- Limiting distributions for eigenvalues of sample correlation matrices from heavy-tailed populations (Q2112809) (← links)
- Logarithmic law of large random correlation matrices (Q6178564) (← links)
- Testing for practically significant dependencies in high dimensions via bootstrapping maxima of \(U\)-statistics (Q6550967) (← links)
- Maximum interpoint distance of high-dimensional random vectors (Q6632617) (← links)
