Spectra of large dimensional random Gram matrices under partial dependence
From MaRDI portal
Cites work
- A CLT for information-theoretic statistics of Gram random matrices with a given variance profile
- A limit theorem for the eigenvalues of product of two random matrices
- A note on a Marčenko-Pastur type theorem for time series
- A note on the Marchenko-Pastur law for a class of random matrices with dependent entries
- A random matrix approach to neural networks
- A remark on the spectrum of sample covariance matrices from large random tensors
- A short proof of the Marchenko-Pastur theorem
- Asymptotic behavior of spectral function of empirical covariance matrices
- ASYMPTOTICS OF DIAGONAL ELEMENTS OF PROJECTION MATRICES UNDER MANY INSTRUMENTS/REGRESSORS
- Central limit theorem for linear eigenvalue statistics for a tensor product version of sample covariance matrices
- Concentration of measure and spectra of random matrices: applications to correlation matrices, elliptical distributions and beyond
- DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
- Eigenvalue distribution of large random matrices
- Eigenvalue distribution of large sample covariance matrices of linear processes
- High-dimensional asymptotics of prediction: ridge regression and classification
- scientific article; zbMATH DE number 1722640 (Why is no real title available?)
- scientific article; zbMATH DE number 5278585 (Why is no real title available?)
- scientific article; zbMATH DE number 5691097 (Why is no real title available?)
- scientific article; zbMATH DE number 194139 (Why is no real title available?)
- scientific article; zbMATH DE number 1347881 (Why is no real title available?)
- scientific article; zbMATH DE number 1522809 (Why is no real title available?)
- Limit laws for random matrices and free products
- Limit Theorem for the Eigenvalues of the Sample Covariance Matrix when the Underlying Distribution is Isotropic
- Limit theorems for two classes of random matrices with dependent entries
- Limiting spectral distribution for a class of random matrices
- Limiting spectral distribution for large sample covariance matrices with m-dependent elements
- Limiting spectral distribution for large sample covariance matrices with graph-dependent elements
- Limiting spectral distribution of a new random matrix model with dependence across rows and columns
- Limiting spectral distribution of Gram matrices associated with functionals of \(\beta\)-mixing processes
- Limiting spectral distribution of large sample covariance matrices associated with a class of stationary processes
- LLN for quadratic forms of long memory time series and its applications in random matrix theory
- M-Mixing systems. I
- Marchenko-Pastur law for a random tensor model
- Marchenko–Pastur law with relaxed independence conditions
- Measure theory. Vol. I and II
- Necessary and sufficient condition that the limit of Stieltjes transforms is a Stieltjes transform
- Necessary and sufficient conditions for the Marchenko-Pastur theorem
- No eigenvalues outside the support of the limiting empirical spectral distribution of a separable covariance matrix
- On limiting spectral distribution of product of two random matrices when the underlying distribution is isotropic
- On spectral distribution of sample covariance matrices from large dimensional and large \(k\)-fold tensor products
- On spectrum of sample covariance matrices from large tensor vectors
- On Sufficient Conditions in the Marchenko--Pastur Theorem
- On the Lp convergence of sums of independent random variables
- ON THE CONVERGENCE OF SERIES OF WEAKLY MULTIPLICATIVE SYSTEMS OF FUNCTIONS
- On the empirical distribution of eigenvalues of a class of large dimensional random matrices
- On the empirical distribution of eigenvalues of large dimensional information-plus-noise-type matrices
- On the empirical spectral distribution for certain models related to sample covariance matrices with different correlations
- On the empirical spectral distribution for matrices with long memory and independent rows
- On the limiting empirical measure of eigenvalues of the sum of rank one matrices with log-concave distribution
- On the limiting spectral distribution for a large class of symmetric random matrices with correlated entries
- On the Marchenko-Pastur and circular laws for some classes of random matrices with dependent entries
- On the Marčenko-Pastur law for linear time series
- On the spectrum of sample covariance matrices for time series
- On the universality of spectral limit for random matrices with martingale differences entries
- Random matrices and high-dimensional statistics: beyond covariance matrices
- Random matrix methods for machine learning
- Random matrix methods for wireless communications.
- Random matrix theory in statistics: a review
- Random tensor theory: Extending random matrix theory to mixtures of random product states
- Some limit theorems for the eigenvalues of a sample covariance matrix
- Some remarks on the Dozier-Silverstein theorem for random matrices with dependent entries
- Spectra of multilevel Toeplitz matrices: Advanced theory via simple matrix relationships
- SPECTRA OF RANDOM SELF ADJOINT OPERATORS
- Spectral analysis of large dimensional random matrices
- Spectral Analysis of Networks with Random Topologies
- Spectral convergence for a general class of random matrices
- Spectral theory of random matrices
- Statistical analysis of observations of increasing dimension. Transl. from the Russian
- Strong convergence of the empirical distribution of eigenvalues of large dimensional random matrices
- The empirical distribution of the eigenvalues of a Gram matrix with a given variance profile
- The generalised product moment distribution in samples from a normal multivariate population.
- The limiting empirical measure of multiple discriminant ratios
- The limiting spectral distribution for large sample covariance matrices with unbounded m-dependent entries
- The strong limits of random matrix spectra for sample matrices of independent elements
- Variance inequalities for quadratic forms with applications
Cited in
(1)
This page was built for publication: Spectra of large dimensional random Gram matrices under partial dependence
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6866430)
