Pages that link to "Item:Q688039"
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The following pages link to Limit of the smallest eigenvalue of a large dimensional sample covariance matrix (Q688039):
Displaying 50 items.
- A well-conditioned estimator for large-dimensional covariance matrices (Q149569) (← links)
- Two sample tests for high-dimensional covariance matrices (Q150754) (← links)
- More powerful tests for sparse high-dimensional covariances matrices (Q290714) (← links)
- Nonparametric eigenvalue-regularized precision or covariance matrix estimator (Q292867) (← links)
- Beyond universality in random matrix theory (Q303965) (← links)
- The relative effects of dimensionality and multiplicity of hypotheses on the \(F\)-test in linear regression (Q315402) (← links)
- The lower tail of random quadratic forms with applications to ordinary least squares (Q343803) (← links)
- Covariance estimation for distributions with \({2+\varepsilon}\) moments (Q378788) (← links)
- Generalized \(F\) test for high dimensional linear regression coefficients (Q391594) (← links)
- Estimation of the population spectral distribution from a large dimensional sample covariance matrix (Q394089) (← links)
- On the border of extreme and mild spiked models in the HDLSS framework (Q413760) (← links)
- On generic chaining and the smallest singular value of random matrices with heavy tails (Q418699) (← links)
- Product of exponentials and spectral radius of random \(k\)-circulants (Q424701) (← links)
- Around the circular law (Q431517) (← links)
- Covariance matrix estimation for stationary time series (Q450046) (← links)
- The limit of the smallest singular value of random matrices with i.i.d. entries (Q499284) (← links)
- Quantum diffusion and eigenfunction delocalization in a random band matrix model (Q533666) (← links)
- Circular law for noncentral random matrices (Q616271) (← links)
- The spectral edge of some random band matrices (Q624933) (← links)
- Sharp bounds on the rate of convergence of the empirical covariance matrix (Q627752) (← links)
- Limiting empirical singular value distribution of restrictions of discrete Fourier transform matrices (Q636820) (← links)
- Eigenvectors of some large sample covariance matrix ensembles (Q644783) (← links)
- Test for bandedness of high-dimensional covariance matrices and bandwidth estimation (Q693724) (← links)
- Partial estimation of covariance matrices (Q714954) (← links)
- How close is the sample covariance matrix to the actual covariance matrix? (Q715740) (← links)
- Spectral norm of products of random and deterministic matrices (Q718893) (← links)
- Large complex correlated Wishart matrices: fluctuations and asymptotic independence at the edges (Q726805) (← links)
- Moment bounds for large autocovariance matrices under dependence (Q785402) (← links)
- Lower estimates for the singular values of random matrices (Q817897) (← links)
- Goodness-of-fit test for latent block models (Q829718) (← links)
- The Dirichlet Markov ensemble (Q847412) (← links)
- Random points in the unit ball of \(\ell^{ n }_{ p }\) (Q865009) (← links)
- Improved Stein-type shrinkage estimators for the high-dimensional multivariate normal covariance matrix (Q901577) (← links)
- Almost sure limit of the smallest eigenvalue of some sample correlation matrices (Q966514) (← links)
- A universality result for the smallest eigenvalues of certain sample covariance matrices (Q987363) (← links)
- The limiting spectral distribution of the product of the Wigner matrix and a nonnegative definite matrix (Q990879) (← links)
- Approximation of Haar distributed matrices and limiting distributions of eigenvalues of Jacobi ensembles (Q1017901) (← links)
- Extending the scope of empirical likelihood (Q1018635) (← links)
- No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices (Q1307081) (← links)
- On the perceptron learning algorithm on data with high precision (Q1329165) (← links)
- Circular law (Q1356353) (← links)
- Random matrices with complex Gaussian entries (Q1425688) (← links)
- Exact separation of eigenvalues of large dimensional sample covariance matrices (Q1568298) (← links)
- Coverings of random ellipsoids, and invertibility of matrices with i.i.d. heavy-tailed entries (Q1617930) (← links)
- Asymptotics for high dimensional regression \(M\)-estimates: fixed design results (Q1626624) (← links)
- Almost sure convergence of the largest and smallest eigenvalues of high-dimensional sample correlation matrices (Q1639676) (← links)
- Consistency of AIC and BIC in estimating the number of significant components in high-dimensional principal component analysis (Q1650069) (← links)
- Recent developments in high dimensional covariance estimation and its related issues, a review (Q1657856) (← links)
- Trace regression model with simultaneously low rank and row(column) sparse parameter (Q1658399) (← links)
- Power computation for hypothesis testing with high-dimensional covariance matrices (Q1658719) (← links)
