Spectral convergence for a general class of random matrices
From MaRDI portal
Recommendations
- Limiting spectral distribution for a class of random matrices
- scientific article; zbMATH DE number 3969868
- Limit spectra of random Gram matrices
- Spectral convergence of large block-Hankel Gaussian random matrices
- Strong convergence of the empirical distribution of eigenvalues of large dimensional random matrices
Cites work
- scientific article; zbMATH DE number 37793 (Why is no real title available?)
- scientific article; zbMATH DE number 194139 (Why is no real title available?)
- 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
- Deterministic equivalents for certain functionals of large random matrices
- Limiting spectral distribution for a class of random matrices
- Necessary and sufficient condition that the limit of Stieltjes transforms is a Stieltjes transform
- No eigenvalues outside the support of the limiting empirical spectral distribution of a separable covariance matrix
- No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices
- On asymptotics of eigenvectors of large sample covariance matrix
- On the empirical distribution of eigenvalues of a class of large dimensional random matrices
- Strong convergence of the empirical distribution of eigenvalues of large dimensional random matrices
- The cubic law, the invariance principle, and related topics in the theory of analytic functions of random matrices
- The empirical distribution of the eigenvalues of a Gram matrix with a given variance profile
Cited in
(24)- Communication-Efficient Distributed Linear Discriminant Analysis for Binary Classification
- Direct shrinkage estimation of large dimensional precision matrix
- Spectral analysis of the Moore-Penrose inverse of a large dimensional sample covariance matrix
- High-Dimensional Analysis of Double Descent for Linear Regression with Random Projections
- Almost sure localization of the eigenvalues in a Gaussian information plus noise model. Application to the spiked models.
- scientific article; zbMATH DE number 65716 (Why is no real title available?)
- On a characteristic of random matrices connected with unconditional convergence almost everywhere
- On almost sure convergence of the spectral distribution of a power of a random matrix to the Fuss-Catalan distribution
- Spectral analysis of the Gram matrix of mixture models
- Distributed linear regression by averaging
- Identifiability of parametric random matrix models
- A generalized Lieb's theorem and its applications to spectrum estimates for a sum of random matrices
- Convergence of the empirical spectral distribution of Gaussian matrix-valued processes
- New results on the convergence of random matrices
- Recent advances in shrinkage-based high-dimensional inference
- Estimation of the global minimum variance portfolio in high dimensions
- Spectral convergence of large block-Hankel Gaussian random matrices
- On the strong convergence of the optimal linear shrinkage estimator for large dimensional covariance matrix
- A note on the convergence rate of the spectral distributions of large random matrices
- scientific article; zbMATH DE number 7415098 (Why is no real title available?)
- Surprises in high-dimensional ridgeless least squares interpolation
- Asymptotic bias of the \(\ell_2\)-regularized error variance estimator
- Optimal Shrinkage-Based Portfolio Selection in High Dimensions
- WONDER: weighted one-shot distributed ridge regression in high dimensions
This page was built for publication: Spectral convergence for a general class of random matrices
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q633054)
