Pages that link to "Item:Q2434470"
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The following pages link to Limit theory for the largest eigenvalues of sample covariance matrices with heavy-tails (Q2434470):
Displaying 14 items.
- Extreme value analysis for the sample autocovariance matrices of heavy-tailed multivariate time series (Q508723) (← links)
- Poisson convergence for the largest eigenvalues of heavy tailed random matrices (Q731725) (← links)
- On the empirical spectral distribution for matrices with long memory and independent rows (Q737178) (← links)
- Almost sure convergence of the largest and smallest eigenvalues of high-dimensional sample correlation matrices (Q1639676) (← links)
- Asymptotic behavior of eigenvalues of variance-covariance matrix of a high-dimensional heavy-tailed Lévy process (Q2065473) (← links)
- Extreme eigenvalue statistics of \(m\)-dependent heavy-tailed matrices (Q2077358) (← links)
- Large sample autocovariance matrices of linear processes with heavy tails (Q2238893) (← links)
- Random matrix theory for heavy-tailed time series (Q2314507) (← links)
- Eigenvalues and eigenvectors of heavy-tailed sample covariance matrices with general growth rates: the iid case (Q2359717) (← links)
- Random matrix theory in statistics: a review (Q2453609) (← links)
- (Q3517535) (← links)
- Some strong convergence theorems for eigenvalues of general sample covariance matrices (Q5092963) (← links)
- (Q5159443) (← links)
- Asymptotic theory for the sample covariance matrix of a heavy-tailed multivariate time series (Q5962607) (← links)
