Pages that link to "Item:Q3745071"

The following pages link to The Limiting Eigenvalue Distribution of a Multivariate <i>F</i> Matrix (Q3745071):

Displaying 17 items.

• Central limit theorems for linear spectral statistics of large dimensional \(F\)-matrices (Q424702) (← links)
• On estimation in the reduced-rank regression with a large number of responses and predictors (Q495393) (← links)
• On the limiting spectral distribution of the covariance matrices of time-lagged processes (Q604359) (← links)
• Convergence rates to the Marchenko-Pastur type distribution (Q655317) (← links)
• Limiting spectral distribution of large-dimensional sample covariance matrices generated by VARMA (Q842930) (← links)
• On limit theorem for the eigenvalues of product of two random matrices (Q860335) (← links)
• The polynomial method for random matrices (Q1029549) (← links)
• On limiting spectral distribution of product of two random matrices when the underlying distribution is isotropic (Q1110954) (← links)
• CLT for linear spectral statistics of large-dimensional sample covariance matrices. (Q1879863) (← links)
• Testing the independence of sets of large-dimensional variables (Q1935713) (← links)
• Random matrix-improved estimation of covariance matrix distances (Q2008220) (← links)
• Limiting laws for extreme eigenvalues of large-dimensional spiked Fisher matrices with a divergent number of spikes (Q2034460) (← links)
• In memoriam: Paruchuri Rama Krishnaiah (1932--1987). A tribute (Q2062778) (← links)
• Random matrix theory in statistics: a review (Q2453609) (← links)
• CLT for linear spectral statistics of a rescaled sample precision matrix (Q3459154) (← links)
• Approximation of the power functions of Roy’s largest root test under general spiked alternatives (Q5860221) (← links)
• On singular values of large dimensional lag-\(\tau\) sample auto-correlation matrices (Q6168126) (← links)