The following pages link to (Q5421705):
Displaying 45 items.
- The correlated Jacobi and the correlated Cauchy-Lorentz ensembles (Q266781) (← links)
- Marčenko-Pastur law for Tyler's M-estimator (Q290712) (← links)
- Limits of spiked random matrices. I (Q365716) (← links)
- Central limit theorems for linear spectral statistics of large dimensional \(F\)-matrices (Q424702) (← links)
- Considering Horn's parallel analysis from a random matrix theory point of view (Q525237) (← links)
- On information plus noise kernel random matrices (Q605943) (← 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)
- Fluctuations of eigenvalues and second order Poincaré inequalities (Q957720) (← links)
- Multivariate analysis and Jacobi ensembles: largest eigenvalue, Tracy-Widom limits and rates of convergence (Q1000304) (← links)
- Bayesian inference for spectral projectors of the covariance matrix (Q1657873) (← links)
- A necessary and sufficient condition for edge universality at the largest singular values of covariance matrices (Q1661567) (← links)
- CLT for largest eigenvalues and unit root testing for high-dimensional nonstationary time series (Q1800798) (← links)
- Limiting behavior of large correlated Wishart matrices with chaotic entries (Q2040053) (← links)
- Superintegrability of matrix student's distribution (Q2063249) (← links)
- On the computational tractability of statistical estimation on amenable graphs (Q2067660) (← links)
- Random matrix theory and its applications (Q2075698) (← links)
- Asymptotic behavior of large Gaussian correlated Wishart matrices (Q2099996) (← links)
- Likelihood ratio tests under model misspecification in high dimensions (Q2101476) (← links)
- Kronecker delta method for testing independence between two vectors in high-dimension (Q2122817) (← links)
- CLT for linear spectral statistics of large dimensional sample covariance matrices with dependent data (Q2122833) (← links)
- Wigner and Wishart ensembles for sparse Vinberg models (Q2135512) (← links)
- Lower bounds for invariant statistical models with applications to principal component analysis (Q2157446) (← links)
- Convergence of eigenvector empirical spectral distribution of sample covariance matrices (Q2196201) (← links)
- Edge universality of separable covariance matrices (Q2279318) (← links)
- On testing for high-dimensional white noise (Q2284378) (← links)
- Testing for independence of large dimensional vectors (Q2328066) (← links)
- Universality for the largest eigenvalue of sample covariance matrices with general population (Q2338931) (← links)
- Substitution principle for CLT of linear spectral statistics of high-dimensional sample covariance matrices with applications to hypothesis testing (Q2343955) (← links)
- On the Marčenko-Pastur law for linear time series (Q2343959) (← links)
- Hypothesis tests for principal component analysis when variables are standardized (Q2419845) (← links)
- Random matrix theory in statistics: a review (Q2453609) (← links)
- Universality of covariance matrices (Q2454401) (← links)
- Estimation of low-rank matrices via approximate message passing (Q2656598) (← links)
- Vector diffusion maps and the connection Laplacian (Q2903842) (← links)
- Cross-correlations of American baby names (Q2962287) (← links)
- CLT for linear spectral statistics of a rescaled sample precision matrix (Q3459154) (← links)
- Efficient computation of limit spectra of sample covariance matrices (Q3459159) (← links)
- A survey of high dimension low sample size asymptotics (Q4639812) (← links)
- Statistical and Knowledge Supported Visualization of Multivariate Data (Q5195006) (← links)
- A Unifying Tutorial on Approximate Message Passing (Q5863992) (← links)
- Convergence rate to the Tracy-Widom laws for the largest eigenvalue of sample covariance matrices (Q6103980) (← links)
- Fluctuations of the diagonal entries of a large sample precision matrix (Q6110092) (← links)
- High-dimensional regime for Wishart matrices based on the increments of the solution to the stochastic heat equation (Q6137369) (← links)
- Threshold for detecting high dimensional geometry in anisotropic random geometric graphs (Q6185052) (← links)