The following pages link to (Q3502462):
Displaying 50 items.
- Estimation of the global minimum variance portfolio in high dimensions (Q90168) (← links)
- Variance inequalities for quadratic forms with applications (Q259859) (← links)
- Large sample behaviour of high dimensional autocovariance matrices (Q282456) (← links)
- The relative effects of dimensionality and multiplicity of hypotheses on the \(F\)-test in linear regression (Q315402) (← links)
- Limiting spectral distribution for a type of sample covariance matrices (Q395125) (← links)
- Limiting spectral distribution of sample autocovariance matrices (Q396002) (← links)
- Limiting spectral distribution of a new random matrix model with dependence across rows and columns (Q417413) (← links)
- Limiting spectral distribution of large sample covariance matrices associated with a class of stationary processes (Q495709) (← links)
- Limiting spectral distribution of Gram matrices associated with functionals of \(\beta\)-mixing processes (Q497762) (← links)
- Spectral distributions of adjacency and Laplacian matrices of random graphs (Q614116) (← links)
- A note on a Marčenko-Pastur type theorem for time series (Q654461) (← links)
- On the empirical spectral distribution for matrices with long memory and independent rows (Q737178) (← links)
- Limiting spectral distribution of large-dimensional sample covariance matrices generated by VARMA (Q842930) (← links)
- Heritability estimation in high dimensional sparse linear mixed models (Q887258) (← links)
- Spectral statistics of large dimensional Spearman's rank correlation matrix and its application (Q892251) (← links)
- Almost sure convergence of the largest and smallest eigenvalues of high-dimensional sample correlation matrices (Q1639676) (← links)
- Central limit theorem for linear eigenvalue statistics for a tensor product version of sample covariance matrices (Q1661592) (← links)
- A short proof of the Marchenko-Pastur theorem (Q1695207) (← links)
- High-dimensional covariance matrices in elliptical distributions with application to spherical test (Q1731770) (← links)
- An extreme-value approach for testing the equality of large U-statistic based correlation matrices (Q1740532) (← links)
- LLN for quadratic forms of long memory time series and its applications in random matrix theory (Q1800494) (← links)
- Limiting behavior of eigenvalues in high-dimensional MANOVA via RMT (Q1991686) (← links)
- High-dimensional linear models: a random matrix perspective (Q2051014) (← links)
- On eigenvalues of a high-dimensional spatial-sign covariance matrix (Q2073230) (← links)
- On spectral distribution of sample covariance matrices from large dimensional and large \(k\)-fold tensor products (Q2082643) (← links)
- CLT for linear spectral statistics of large dimensional sample covariance matrices with dependent data (Q2122833) (← links)
- Limiting spectral distribution of large dimensional Spearman's rank correlation matrices (Q2146458) (← links)
- Tracy-Widom limit for Kendall's tau (Q2284382) (← links)
- Random matrix theory for heavy-tailed time series (Q2314507) (← links)
- On the limiting spectral distribution for a large class of symmetric random matrices with correlated entries (Q2348299) (← links)
- On the convergence of the extremal eigenvalues of empirical covariance matrices with dependence (Q2413247) (← links)
- Limit theory for the largest eigenvalues of sample covariance matrices with heavy-tails (Q2434470) (← links)
- Random matrix theory in statistics: a review (Q2453609) (← links)
- Limiting spectral distribution of a symmetrized auto-cross covariance matrix (Q2454407) (← links)
- Limiting spectral distribution of large-dimensional sample covariance matrices generated by the periodic autoregressive model (Q2666454) (← links)
- Tracy-Widom limit for the largest eigenvalue of high-dimensional covariance matrices in elliptical distributions (Q2676949) (← links)
- The limiting spectral distribution in terms of spectral density (Q2800841) (← links)
- On the behaviour of the smallest eigenvalue of a high-dimensional sample covariance matrix (Q2854103) (← links)
- Tracy–Widom law for the largest eigenvalue of sample covariance matrix generated by VARMA (Q3385481) (← links)
- On the Spectrum of Sample Covariance Matrices for Time Series (Q4580422) (← links)
- Random matrix models for datasets with fixed time horizons (Q4991056) (← links)
- Spectral distribution of the sample covariance of high-dimensional time series with unit roots (Q5037813) (← links)
- Limiting Spectral Distribution for Large Sample Covariance Matrices with Graph-Dependent Elements (Q5046631) (← links)
- Learning curves of generic features maps for realistic datasets with a teacher-student model* (Q5055409) (← links)
- Nonparametric estimate of spectral density functions of sample covariance matrices generated by VARMA models (Q5079835) (← links)
- Some strong convergence theorems for eigenvalues of general sample covariance matrices (Q5092963) (← links)
- On the empirical spectral distribution for certain models related to sample covariance matrices with different correlations (Q5092965) (← links)
- Generalized Regression Estimators with High-Dimensional Covariates (Q5134471) (← links)
- High-dimensional sample covariance matrices with Curie-Weiss entries (Q5140268) (← links)
- Trimmed estimators for large dimensional sparse covariance matrices (Q5197365) (← links)
