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 50 items.

• Convergence rates of eigenvector empirical spectral distribution of large dimensional sample covariance matrix (Q2438762) (← links)
• Comparison between two types of large sample covariance matrices (Q2451115) (← links)
• Hypothesis testing for high-dimensional covariance matrices (Q2451622) (← 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)
• Eigenvalues of large sample covariance matrices of spiked population models (Q2507762) (← links)
• Convergence of the empirical spectral distribution function of beta matrices (Q2515509) (← links)
• Limiting spectral distribution of large-dimensional sample covariance matrices generated by the periodic autoregressive model (Q2666454) (← links)
• Regularized fingerprinting in detection and attribution of climate change with weight matrix optimizing the efficiency in scaling factor estimation (Q2686029) (← links)
• Central limit theorem of linear spectral statistics of high-dimensional sample correlation matrices (Q2692519) (← links)
• On the eigenstructure of covariance matrices with divergent spikes (Q2692533) (← links)
• Most powerful test against a sequence of high dimensional local alternatives (Q2697980) (← links)
• The limiting spectral distribution for large sample covariance matrices with unbounded<i>m</i>-dependent entries (Q2832658) (← links)
• The spectrum of random kernel matrices: universality results for rough and varying kernels (Q2853395) (← links)
• New results on the convergence of random matrices (Q2863061) (← links)
• Statistical Inference for High-Dimensional Global Minimum Variance Portfolios (Q2932763) (← links)
• Rank 1 real Wishart spiked model (Q3165463) (← links)
• SPECIFICATION TESTING IN MODELS WITH MANY INSTRUMENTS (Q3168876) (← links)
• On the limiting empirical measure of eigenvalues of the sum of rank one matrices with log-concave distribution (Q3184398) (← links)
• On the largest eigenvalue of products from the β-Laguerre ensemble (Q3191252) (← links)
• No eigenvalues outside the support of the limiting spectral distribution of quaternion sample covariance matrices (Q3387071) (← links)
• Efficient computation of limit spectra of sample covariance matrices (Q3459159) (← links)
• Sub-linear capacity scaling for multi-path channel models (Q3568412) (← links)
• (Q4344545) (← links)
• Can we trust the bootstrap in high-dimension? (Q4558141) (← links)
• Eigenfunction statistics of Wishart Brownian ensembles (Q4596131) (← links)
• Zur asymptotischen Verteilung von Funktionen zufälliger Matrizen (Q4711652) (← links)
• The eigenvalues of the empirical transition matrix of a Markov chain (Q4822472) (← links)
• Testing Independence Among a Large Number of High-Dimensional Random Vectors (Q4975402) (← links)
• Random matrix models for datasets with fixed time horizons (Q4991056) (← links)
• Weak convergence of a collection of random functions defined by the eigenvectors of large dimensional random matrices (Q5041686) (← links)
• Some strong convergence theorems for eigenvalues of general sample covariance matrices (Q5092963) (← links)
• Joint CLT for top eigenvalues of sample covariance matrices of separable high dimensional long memory processes (Q5092968) (← links)
• (Q5159429) (← links)
• Intrinsic Complexity and Scaling Laws: From Random Fields to Random Vectors (Q5197617) (← links)
• On the singular value distribution of large-dimensional data matrices whose columns have different correlations (Q5222211) (← links)
• Smooth monotone covariance for elliptical distributions and applications in finance (Q5245911) (← links)
• On limiting spectral distribution of large sample covariance matrices by VARMA(p,q) (Q5495699) (← links)
• Spiked sample covariance matrices with possibly multiple bulk components (Q5860230) (← links)
• A Dichotomous Behavior of Guttman-Kaiser Criterion from Equi-Correlated Normal Population (Q5876942) (← links)
• Ridge regression and asymptotic minimax estimation over spheres of growing dimension (Q5963493) (← links)
• Process convergence of fluctuations of linear eigenvalue statistics of random circulant matrices (Q6063717) (← links)
• Ridgelized Hotelling’s T² test on mean vectors of large dimension (Q6063738) (← links)
• Large sample covariance matrices of Gaussian observations with uniform correlation decay (Q6115258) (← links)
• High-Dimensional Analysis of Double Descent for Linear Regression with Random Projections (Q6151666) (← links)
• The limiting spectral distribution of large-dimensional general information-plus-noise-type matrices (Q6161610) (← links)
• Limiting eigenvalue behavior of a class of large dimensional random matrices formed from a Hadamard product (Q6163578) (← links)
• The eigenvector LSD of information plus noise matrices and its application to linear regression model (Q6165366) (← links)
• On singular values of data matrices with general independent columns (Q6172191) (← links)