Pages that link to "Item:Q1879863"

The following pages link to CLT for linear spectral statistics of large-dimensional sample covariance matrices. (Q1879863):

Displaying 50 items.

• Central limit theorem for linear eigenvalue statistics of random matrices with independent entries (Q1035862) (← links)
• Corrections to LRT on large-dimensional covariance matrix by RMT (Q1043713) (← links)
• Concentration of measure and spectra of random matrices: applications to correlation matrices, elliptical distributions and beyond (Q1049567) (← links)
• Universality in the fluctuation of eigenvalues of random circulant matrices (Q1642236) (← links)
• A supplement on CLT for LSS under a large dimensional generalized spiked covariance model (Q1642248) (← links)
• Power computation for hypothesis testing with high-dimensional covariance matrices (Q1658719) (← links)
• A generalized likelihood ratio test for normal mean when \(p\) is greater than \(n\) (Q1659185) (← links)
• Central limit theorem for linear eigenvalue statistics for a tensor product version of sample covariance matrices (Q1661592) (← links)
• Mod-Gaussian convergence for random determinants (Q1712565) (← links)
• The law of large numbers for the maximum of almost Gaussian log-correlated fields coming from random matrices (Q1729694) (← links)
• High-dimensional covariance matrices in elliptical distributions with application to spherical test (Q1731770) (← links)
• Optimal shrinkage estimator for high-dimensional mean vector (Q1733270) (← links)
• Gaussian fluctuations for linear spectral statistics of Wigner beta ensembles (Q1747078) (← links)
• Optimal estimation of a large-dimensional covariance matrix under Stein's loss (Q1750102) (← links)
• Deviations from the circular law (Q1765108) (← links)
• Testing the independence of sets of large-dimensional variables (Q1935713) (← links)
• A CLT for linear spectral statistics of large random information-plus-noise matrices (Q1986023) (← links)
• Limiting behavior of eigenvalues in high-dimensional MANOVA via RMT (Q1991686) (← links)
• Asymptotic joint distribution of extreme eigenvalues and trace of large sample covariance matrix in a generalized spiked population model (Q1996762) (← links)
• Unbounded largest eigenvalue of large sample covariance matrices: asymptotics, fluctuations and applications (Q2002709) (← links)
• Random matrix-improved estimation of covariance matrix distances (Q2008220) (← links)
• Sphericity and identity test for high-dimensional covariance matrix using random matrix theory (Q2025160) (← links)
• Free energy of bipartite spherical Sherrington-Kirkpatrick model (Q2028962) (← links)
• Central limit theorem for mesoscopic eigenvalue statistics of deformed Wigner matrices and sample covariance matrices (Q2041806) (← links)
• High-dimensional linear models: a random matrix perspective (Q2051014) (← links)
• High-dimensional sphericity test by extended likelihood ratio (Q2051523) (← links)
• Test on the linear combinations of covariance matrices in high-dimensional data (Q2066518) (← links)
• Asymptotic behaviour of linear eigenvalue statistics of Hankel matrices (Q2070644) (← links)
• On eigenvalues of a high-dimensional spatial-sign covariance matrix (Q2073230) (← links)
• Approximate normality in testing an exchangeable covariance structure under large- and high-dimensional settings (Q2079602) (← links)
• Fluctuations for matrix-valued Gaussian processes (Q2080809) (← links)
• Large sample correlation matrices: a comparison theorem and its applications (Q2082651) (← links)
• Asymptotic independence of spiked eigenvalues and linear spectral statistics for large sample covariance matrices (Q2091835) (← links)
• Amalgamated free Lévy processes as limits of sample covariance matrices (Q2099993) (← links)
• Applications on linear spectral statistics of high-dimensional sample covariance matrix with divergent spectrum (Q2101405) (← links)
• On the eigenvectors of large-dimensional sample spatial sign covariance matrices (Q2101471) (← links)
• CLT for spiked eigenvalues of a sample covariance matrix from high-dimensional Gaussian mean mixtures (Q2101482) (← links)
• Properties of eigenvalues and eigenvectors of large-dimensional sample correlation matrices (Q2108908) (← links)
• Limiting distributions for eigenvalues of sample correlation matrices from heavy-tailed populations (Q2112809) (← links)
• CLT for linear spectral statistics of large dimensional sample covariance matrices with dependent data (Q2122833) (← links)
• Spectral statistics of high dimensional sample covariance matrix with unbounded population spectral norm (Q2137038) (← links)
• CLT for linear spectral statistics of high-dimensional sample covariance matrices in elliptical distributions (Q2146455) (← links)
• Variance variation criterion and consistency in estimating the number of significant signals of high-dimensional PCA (Q2155641) (← links)
• Testing proportionality of two high-dimensional covariance matrices (Q2189603) (← links)
• Testing in high-dimensional spiked models (Q2196218) (← links)
• High-dimensional general linear hypothesis tests via non-linear spectral shrinkage (Q2203614) (← links)
• Generalized four moment theorem and an application to CLT for spiked eigenvalues of high-dimensional covariance matrices (Q2214247) (← links)
• Two-sample tests for high-dimensional covariance matrices using both difference and ratio (Q2219224) (← links)
• Law of large numbers and central limit theorems through Jack generating functions (Q2227264) (← links)
• Central limit theorems for linear statistics of heavy tailed random matrices (Q2249761) (← links)