The following pages link to (Q5531480):
Displaying 50 items.
- Latent variable graphical model selection via convex optimization (Q132216) (← links)
- Beyond universality in random matrix theory (Q303965) (← links)
- Gaussian fluctuations for linear spectral statistics of large random covariance matrices (Q303975) (← links)
- Global minimum variance portfolio optimisation under some model risk: a robust regression-based approach (Q319341) (← links)
- Wigner matrices, the moments of roots of Hermite polynomials and the semicircle law (Q320330) (← links)
- On the non-commutative fractional Wishart process (Q333124) (← links)
- Flat matrix models for quantum permutation groups (Q343831) (← links)
- Limits of spiked random matrices. I (Q365716) (← links)
- Asymptotic eigenvalue distributions of block-transposed Wishart matrices (Q376256) (← links)
- Asymptotic expansions in the CLT in free probability (Q377516) (← links)
- Local eigenvalue density for general MANOVA matrices (Q377777) (← links)
- Target detection and characterization from electromagnetic induction data (Q386254) (← links)
- Estimation of the population spectral distribution from a large dimensional sample covariance matrix (Q394089) (← links)
- Limiting spectral distribution of a new random matrix model with dependence across rows and columns (Q417413) (← links)
- Uniform estimates for order statistics and Orlicz functions (Q427265) (← links)
- Random covariance matrices: universality of local statistics of eigenvalues (Q428150) (← links)
- The singular values and vectors of low rank perturbations of large rectangular random matrices (Q444963) (← links)
- On the estimation of integrated covariance matrices of high dimensional diffusion processes (Q449988) (← links)
- Covariance matrix estimation for stationary time series (Q450046) (← links)
- Dual Lukacs regressions for non-commutative variables (Q477018) (← links)
- Infinite random matrix theory, tridiagonal bordered Toeplitz matrices, and the moment problem (Q477759) (← links)
- On estimation in the reduced-rank regression with a large number of responses and predictors (Q495393) (← links)
- Limiting spectral distribution of large sample covariance matrices associated with a class of stationary processes (Q495709) (← links)
- Limiting spectral distribution of Gram matrices associated with functionals of \(\beta\)-mixing processes (Q497762) (← links)
- The limit of the smallest singular value of random matrices with i.i.d. entries (Q499284) (← links)
- Cleaning large correlation matrices: tools from random matrix theory (Q521794) (← links)
- The eigenvalues and eigenvectors of finite, low rank perturbations of large random matrices (Q531808) (← links)
- On the limiting spectral distribution of the covariance matrices of time-lagged processes (Q604359) (← links)
- On information plus noise kernel random matrices (Q605943) (← links)
- High-dimensionality effects in the Markowitz problem and other quadratic programs with linear constraints: risk underestimation (Q620558) (← links)
- Hastings's additivity counterexample via Dvoretzky's theorem (Q634619) (← links)
- Spectrum of non-Hermitian heavy tailed random matrices (Q644762) (← links)
- The spectral edge of unitary Brownian motion (Q681517) (← links)
- Edge universality of correlation matrices (Q693745) (← links)
- Partial estimation of covariance matrices (Q714954) (← links)
- Large complex correlated Wishart matrices: fluctuations and asymptotic independence at the edges (Q726805) (← links)
- Poisson convergence for the largest eigenvalues of heavy tailed random matrices (Q731725) (← links)
- Central limit theorem and large deviations of the fading Wyner cellular model via product of random matrices theory (Q734283) (← links)
- On the empirical spectral distribution for matrices with long memory and independent rows (Q737178) (← links)
- Supersymmetric vacua in random supergravity (Q740162) (← links)
- Local expectations of the population spectral distribution of a high-dimensional covariance matrix (Q744778) (← links)
- Bounds for the Stieltjes transform and the density of states of Wigner matrices (Q748436) (← links)
- VICTORIA transform, RESPECT and REFORM methods for the proof of the \(G\)-elliptic law under \(G\)-Lindeberg condition and twice stochastic condition for the variances and covariances of the entries of some random matrices (Q778254) (← links)
- Large deviations for the largest eigenvalue of Rademacher matrices (Q784177) (← links)
- Universality of the edge distribution of eigenvalues of Wigner random matrices with polynomially decaying distributions of entries (Q818623) (← links)
- Central limit theorem for linear spectral statistics of large dimensional Kendall's rank correlation matrices and its applications (Q820817) (← links)
- Large deviations for the largest eigenvalues and eigenvectors of spiked Gaussian random matrices (Q829354) (← links)
- The largest sample eigenvalue distribution in the rank 1 quaternionic spiked model of Wishart ensemble (Q838000) (← links)
- Determining the optimal dimensionality of multivariate volatility models with tools from random matrix theory (Q844582) (← links)
- The spectrum of kernel random matrices (Q847627) (← links)