Pages that link to "Item:Q1907827"

The following pages link to Strong convergence of the empirical distribution of eigenvalues of large dimensional random matrices (Q1907827):

Displaying 9 items.

• A CLT for the LSS of large-dimensional sample covariance matrices with diverging spikes (Q6183780) (← links)
• Asymptotic bias of the \(\ell_2\)-regularized error variance estimator (Q6548541) (← links)
• Optimal Shrinkage-Based Portfolio Selection in High Dimensions (Q6586894) (← links)
• On blockwise and reference panel-based estimators for genetic data prediction in high dimensions (Q6608675) (← links)
• High-dimensional covariance matrices under dynamic volatility models: asymptotics and shrinkage estimation (Q6608678) (← links)
• Spectral analysis of Gram matrices with missing at random observations: convergence, central limit theorems, and applications in statistical inference (Q6608688) (← links)
• On spectrum of sample covariance matrices from large tensor vectors (Q6634815) (← links)
• The limiting spectral distribution of large random permutation matrices (Q6639532) (← links)
• Large sample correlation matrices with unbounded spectrum (Q6656667) (← links)