The following pages link to (Q3580453):
Displaying 29 items.
- Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions (Q385782) (← links)
- Change-point analysis in increasing dimension (Q444964) (← links)
- Limiting laws of coherence of random matrices with applications to testing covariance structure and construction of compressed sensing matrices (Q638800) (← links)
- Central limit theorem for Hotelling's \(T^{2}\) statistic under large dimension (Q655585) (← links)
- Edge universality of correlation matrices (Q693745) (← links)
- Almost sure limit of the smallest eigenvalue of some sample correlation matrices (Q966514) (← links)
- Concentration of measure and spectra of random matrices: applications to correlation matrices, elliptical distributions and beyond (Q1049567) (← links)
- Almost sure convergence of the largest and smallest eigenvalues of high-dimensional sample correlation matrices (Q1639676) (← links)
- Properties of linear spectral statistics of frequency-smoothed estimated spectral coherence matrix of high-dimensional Gaussian time series (Q2074296) (← links)
- Asymptotic analysis for extreme eigenvalues of principal minors of random matrices (Q2075335) (← links)
- Large sample correlation matrices: a comparison theorem and its applications (Q2082651) (← links)
- Properties of eigenvalues and eigenvectors of large-dimensional sample correlation matrices (Q2108908) (← links)
- Limiting distributions for eigenvalues of sample correlation matrices from heavy-tailed populations (Q2112809) (← links)
- Limiting spectral distribution of large dimensional Spearman's rank correlation matrices (Q2146458) (← links)
- Largest entries of sample correlation matrices from equi-correlated normal populations (Q2280559) (← links)
- Random matrix theory for heavy-tailed time series (Q2314507) (← links)
- Moderate deviation principles for classical likelihood ratio tests of high-dimensional normal distributions (Q2400815) (← links)
- Comparison between two types of large sample covariance matrices (Q2451115) (← links)
- Random matrix theory in statistics: a review (Q2453609) (← links)
- Limiting spectral distribution of a symmetrized auto-cross covariance matrix (Q2454407) (← links)
- Central limit theorem of linear spectral statistics of high-dimensional sample correlation matrices (Q2692519) (← links)
- Asymptotics of eigenstructure of sample correlation matrices for high-dimensional spiked models (Q5004034) (← links)
- Spectral Properties of Rescaled Sample Correlation Matrix (Q5041343) (← links)
- On limiting spectral distribution of large sample covariance matrices by VARMA(p,q) (Q5495699) (← links)
- A Dichotomous Behavior of Guttman-Kaiser Criterion from Equi-Correlated Normal Population (Q5876942) (← links)
- On eigenvalues of a high-dimensional Kendall's rank correlation matrix with dependence (Q6084694) (← links)
- CORRELATION MATRIX OF EQUI-CORRELATED NORMAL POPULATION: FLUCTUATION OF THE LARGEST EIGENVALUE, SCALING OF THE BULK EIGENVALUES, AND STOCK MARKET (Q6095475) (← links)
- On singular values of large dimensional lag-\(\tau\) sample auto-correlation matrices (Q6168126) (← links)
- Logarithmic law of large random correlation matrices (Q6178564) (← links)
