Pages that link to "Item:Q2371951"

The following pages link to Tracy-Widom limit for the largest eigenvalue of a large class of complex sample covariance matrices (Q2371951):

Displaying 26 items.

• Random matrix theory in statistics: a review (Q2453609) (← links)
• On the principal components of sample covariance matrices (Q2634905) (← links)
• Singular vector and singular subspace distribution for the matrix denoising model (Q2656600) (← links)
• Tracy-Widom limit for the largest eigenvalue of high-dimensional covariance matrices in elliptical distributions (Q2676949) (← links)
• Testing for high-dimensional geometry in random graphs (Q2830237) (← links)
• The spectrum of random inner-product kernel matrices (Q2871282) (← links)
• Estimation of spiked eigenvalues in spiked models (Q2884858) (← links)
• Analysis of the limiting spectral measure of large random matrices of the separable covariance type (Q2935253) (← links)
• Robust estimation of a high-dimensional integrated covariance matrix (Q2974915) (← links)
• Rank 1 real Wishart spiked model (Q3165463) (← links)
• Beta ensembles, stochastic Airy spectrum, and a diffusion (Q3173298) (← links)
• (Q3517535) (← links)
• The conjugate gradient algorithm on a general class of spiked covariance matrices (Q5022481) (← links)
• Joint CLT for top eigenvalues of sample covariance matrices of separable high dimensional long memory processes (Q5092968) (← links)
• Subsampling Algorithms for Semidefinite Programming (Q5168846) (← links)
• Singular vector distribution of sample covariance matrices (Q5203898) (← links)
• Spiked sample covariance matrices with possibly multiple bulk components (Q5860230) (← links)
• Asymptotic Theory of Eigenvectors for Random Matrices With Diverging Spikes (Q5885123) (← links)
• Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation (Q5965313) (← links)
• High-dimensional regimes of non-stationary Gaussian correlated Wishart matrices (Q6063732) (← links)
• Convergence rate to the Tracy-Widom laws for the largest eigenvalue of sample covariance matrices (Q6103980) (← links)
• Quantitative universality for the largest eigenvalue of sample covariance matrices (Q6591578) (← links)
• Log determinant of large correlation matrices under infinite fourth moment (Q6596226) (← links)
• Sampling without replacement from a high-dimensional finite population (Q6635731) (← links)
• Data-driven optimal shrinkage of singular values under high-dimensional noise with separable covariance structure with application (Q6652566) (← links)
• Linear spectral statistics of eigenvectors of anisotropic sample covariance matrices (Q6663955) (← links)