Pages that link to "Item:Q3604964"
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The following pages link to Improved Estimation of Eigenvalues and Eigenvectors of Covariance Matrices Using Their Sample Estimates (Q3604964):
Displayed 30 items.
- Asymptotic properties of principal component analysis and shrinkage-bias adjustment under the generalized spiked population model (Q131450) (← links)
- Estimation of the population spectral distribution from a large dimensional sample covariance matrix (Q394089) (← links)
- Large dimensional analysis and optimization of robust shrinkage covariance matrix estimators (Q406518) (← links)
- On the estimation of integrated covariance matrices of high dimensional diffusion processes (Q449988) (← links)
- Robust spiked random matrices and a robust G-MUSIC estimator (Q495368) (← links)
- Cleaning large correlation matrices: tools from random matrix theory (Q521794) (← links)
- Local expectations of the population spectral distribution of a high-dimensional covariance matrix (Q744778) (← links)
- An orthogonally equivariant estimator of the covariance matrix in high dimensions and for small sample sizes (Q830703) (← links)
- Numerical implementation of the QuEST function (Q1658388) (← links)
- The random matrix regime of Maronna's estimator for observations corrupted by elliptical noise (Q1679562) (← links)
- Inferring large graphs using \(\ell_1\)-penalized likelihood (Q1704026) (← links)
- Optimal estimation of a large-dimensional covariance matrix under Stein's loss (Q1750102) (← links)
- On the inference about the spectral distribution of high-dimensional covariance matrix based on high-frequency noisy observations (Q1750277) (← links)
- On bilinear forms based on the resolvent of large random matrices (Q1943319) (← links)
- Random matrix-improved estimation of covariance matrix distances (Q2008220) (← links)
- Subordination methods for free deconvolution (Q2028948) (← links)
- Asymptotic independence of spiked eigenvalues and linear spectral statistics for large sample covariance matrices (Q2091835) (← links)
- Applications on linear spectral statistics of high-dimensional sample covariance matrix with divergent spectrum (Q2101405) (← links)
- High-dimensional correlation matrix estimation for general continuous data with Bagging technique (Q2102349) (← links)
- A note on the CLT of the LSS for sample covariance matrix from a spiked population model (Q2252894) (← links)
- Eigenvalue distributions of variance components estimators in high-dimensional random effects models (Q2328062) (← links)
- The random matrix regime of Maronna's M-estimator with elliptically distributed samples (Q2350052) (← links)
- Spectrum estimation: a unified framework for covariance matrix estimation and PCA in large dimensions (Q2350071) (← links)
- On generalized expectation-based estimation of a population spectral distribution from high-dimensional data (Q2352449) (← links)
- Geometry-aware principal component analysis for symmetric positive definite matrices (Q2398090) (← links)
- Random matrix theory in statistics: a review (Q2453609) (← links)
- On the principal components of sample covariance matrices (Q2634905) (← links)
- Analysis of the limiting spectral measure of large random matrices of the separable covariance type (Q2935253) (← links)
- Estimation of high-dimensional dynamic conditional precision matrices with an application to forecast combination (Q5862514) (← links)
- A bootstrap method for spectral statistics in high-dimensional elliptical models (Q6170616) (← links)