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.

• A note on the CLT of the LSS for sample covariance matrix from a spiked population model (Q2252894) (← links)
• Functional CLT of eigenvectors for large sample covariance matrices (Q2254734) (← links)
• Hypothesis testing on linear structures of high-dimensional covariance matrix (Q2284375) (← links)
• Joint convergence of sample autocovariance matrices when \(p/n\to 0\) with application (Q2284381) (← links)
• On the global fluctuations of block Gaussian matrices (Q2291697) (← links)
• Modified Pillai's trace statistics for two high-dimensional sample covariance matrices (Q2301119) (← links)
• Hypothesis testing for the identity of high-dimensional covariance matrices (Q2307394) (← links)
• Eigenvalue distributions of variance components estimators in high-dimensional random effects models (Q2328062) (← links)
• Test for high-dimensional correlation matrices (Q2328063) (← links)
• Testing for independence of large dimensional vectors (Q2328066) (← links)
• Substitution principle for CLT of linear spectral statistics of high-dimensional sample covariance matrices with applications to hypothesis testing (Q2343955) (← links)
• On fluctuations of eigenvalues of random permutation matrices (Q2346189) (← links)
• CLT for linear spectral statistics of normalized sample covariance matrices with the dimension much larger than the sample size (Q2348737) (← links)
• Hypergeometric functions of matrix arguments and linear statistics of multi-spiked Hermitian matrix models (Q2350056) (← links)
• On generalized expectation-based estimation of a population spectral distribution from high-dimensional data (Q2352449) (← links)
• Fluctuations of the free energy of the spherical Sherrington-Kirkpatrick model with ferromagnetic interaction (Q2364601) (← links)
• On asymptotics of eigenvectors of large sample covariance matrix (Q2373573) (← links)
• A CLT for information-theoretic statistics of Gram random matrices with a given variance profile (Q2378626) (← links)
• Fluctuations of Marchenko-Pastur limit of random matrices with dependent entries (Q2406782) (← links)
• Simultaneous testing of mean vector and covariance matrix for high-dimensional data (Q2407080) (← links)
• Central limit theorem for linear spectral statistics of large dimensional separable sample covariance matrices (Q2419661) (← links)
• Convergence rate of eigenvector empirical spectral distribution of large Wigner matrices (Q2423201) (← links)
• Convergence rates of eigenvector empirical spectral distribution of large dimensional sample covariance matrix (Q2438762) (← links)
• Signal detection in high dimension: the multispiked case (Q2448730) (← links)
• Comparison between two types of large sample covariance matrices (Q2451115) (← links)
• Hypothesis testing for high-dimensional covariance matrices (Q2451622) (← links)
• Random matrix theory in statistics: a review (Q2453609) (← links)
• Limiting spectral distribution of a symmetrized auto-cross covariance matrix (Q2454407) (← links)
• Deterministic equivalents for certain functionals of large random matrices (Q2456047) (← links)
• Asymptotic distributions of the signal-to-interference ratio of LMMSE detection in multiuser communications (Q2467115) (← links)
• Asymptotic normality for traces of polynomials in independent complex Wishart matrices (Q2480809) (← links)
• Central limit theorem of random quadratics forms involving random matrices (Q2483458) (← links)
• Convergence of the empirical spectral distribution function of beta matrices (Q2515509) (← links)
• Asymptotic linear spectral statistics for spiked Hermitian random matrices (Q2516098) (← links)
• An exact test about the covariance matrix (Q2637609) (← links)
• Testing high dimensional covariance matrices via posterior Bayes factor (Q2657188) (← links)
• Testing high-dimensional covariance matrices under the elliptical distribution and beyond (Q2658752) (← links)
• Asymptotically efficient estimation of smooth functionals of covariance operators (Q2659447) (← links)
• Central limit theorem of linear spectral statistics of high-dimensional sample correlation matrices (Q2692519) (← links)
• A review of exact results for fluctuation formulas in random matrix theory (Q2693374) (← links)
• Large deviation principles via spherical integrals (Q2693722) (← links)
• Halting time is predictable for large models: a universality property and average-case analysis (Q2697399) (← links)
• Central limit theorem for fluctuations of linear eigenvalue statistics of large random graphs: diluted regime (Q2860754) (← links)
• Large deviations of spread measures for Gaussian matrices (Q3302617) (← links)
• Fluctuations for differences of linear eigenvalue statistics for sample covariance matrices (Q3387055) (← links)
• Tests for high-dimensional covariance matrices (Q3387058) (← links)
• Gaussian fluctuations for linear spectral statistics of deformed Wigner matrices (Q3387061) (← links)
• Fluctuations of linear eigenvalue statistics of reverse circulant and symmetric circulant matrices with independent entries (Q3388207) (← links)
• Second order cumulants of products (Q3394975) (← links)
• Limiting laws of linear eigenvalue statistics for Hermitian matrix models (Q3442064) (← links)