Pages that link to "Item:Q456245"
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The following pages link to Tracy-Widom law for the extreme eigenvalues of sample correlation matrices (Q456245):
Displaying 26 items.
- Considering Horn's parallel analysis from a random matrix theory point of view (Q525237) (← links)
- Edge universality of correlation matrices (Q693745) (← links)
- Central limit theorem for linear spectral statistics of large dimensional Kendall's rank correlation matrices and its applications (Q820817) (← 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)
- High-dimensional consistent independence testing with maxima of rank correlations (Q1996766) (← 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)
- Detection of hubs in complex networks by the Laplacian matrix (Q2131998) (← links)
- Tracy-Widom limit for Kendall's tau (Q2284382) (← links)
- Universality for the largest eigenvalue of sample covariance matrices with general population (Q2338931) (← links)
- A necessary and sufficient condition for edge universality of Wigner matrices (Q2443217) (← links)
- Random matrix theory in statistics: a review (Q2453609) (← links)
- Universality of covariance matrices (Q2454401) (← 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)
- A test for the complete independence of high-dimensional random vectors (Q5221520) (← links)
- Estimating Number of Factors by Adjusted Eigenvalues Thresholding (Q5885109) (← links)
- On eigenvalues of a high-dimensional Kendall's rank correlation matrix with dependence (Q6084694) (← links)
- Logarithmic law of large random correlation matrices (Q6178564) (← links)
- On the distribution of sample scale-free scatter matrices (Q6494433) (← links)
- Exact sampling distribution of the general case sample correlation matrix (Q6588669) (← links)
- Log determinant of large correlation matrices under infinite fourth moment (Q6596226) (← links)
- Sampling without replacement from a high-dimensional finite population (Q6635731) (← links)
- Spectrum of high-dimensional sample covariance and related matrices: a selective review (Q6645567) (← links)
- Large sample correlation matrices with unbounded spectrum (Q6656667) (← links)
