Pages that link to "Item:Q1039514"
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The following pages link to Spectral analysis of large dimensional random matrices (Q1039514):
Displaying 50 items.
- Extreme value analysis for the sample autocovariance matrices of heavy-tailed multivariate time series (Q508723) (← links)
- The spectral distribution of random mixed graphs (Q512071) (← links)
- Random matrices in non-confining potentials (Q513151) (← links)
- Invertibility of sparse non-Hermitian matrices (Q520368) (← links)
- Dyson's spike for random Schroedinger operators and Novikov-Shubin invariants of groups (Q529621) (← links)
- Random matrices: universality of local eigenvalue statistics (Q536618) (← links)
- Estimating the number of neurons in multi-neuronal spike trains (Q542464) (← links)
- Semi-varying coefficient models with a diverging number of components (Q548651) (← links)
- Spectral distributions of adjacency and Laplacian matrices of random graphs (Q614116) (← links)
- Limiting laws of coherence of random matrices with applications to testing covariance structure and construction of compressed sensing matrices (Q638800) (← links)
- Convergence rates to the Marchenko-Pastur type distribution (Q655317) (← links)
- Anisotropic local laws for random matrices (Q682801) (← links)
- Test for bandedness of high-dimensional covariance matrices and bandwidth estimation (Q693724) (← links)
- On the maximum likelihood estimation of a covariance matrix (Q722606) (← links)
- Large complex correlated Wishart matrices: fluctuations and asymptotic independence at the edges (Q726805) (← links)
- No-gaps delocalization for general random matrices (Q730026) (← links)
- On the empirical spectral distribution for matrices with long memory and independent rows (Q737178) (← links)
- Eigenvectors of random matrices: A survey (Q739397) (← links)
- Exact and asymptotic tests on a factor model in low and large dimensions with applications (Q739589) (← links)
- From Steiner formulas for cones to concentration of intrinsic volumes (Q741611) (← links)
- Local expectations of the population spectral distribution of a high-dimensional covariance matrix (Q744778) (← links)
- A robust test for sphericity of high-dimensional covariance matrices (Q746886) (← links)
- Improved shrinkage estimator of large-dimensional covariance matrix under the complex Gaussian distribution (Q782294) (← links)
- Random matrix products: universality and least singular values (Q784173) (← links)
- Large deviations for the largest eigenvalue of Rademacher matrices (Q784177) (← links)
- Local semicircle law under fourth moment condition (Q785396) (← links)
- Remarks on a free analogue of the beta prime distribution (Q785397) (← links)
- Central limit theorem for linear spectral statistics of large dimensional Kendall's rank correlation matrices and its applications (Q820817) (← links)
- Ensemble sparse estimation of covariance structure for exploring genetic disease data (Q830118) (← links)
- Heritability estimation in high dimensional sparse linear mixed models (Q887258) (← links)
- Berry-Esseen bounds and Cramér type large deviations for eigenvalues of random matrices (Q887378) (← links)
- Strong limit of the extreme eigenvalues of a symmetrized auto-cross covariance matrix (Q894819) (← links)
- Limit theorems for two classes of random matrices with Gaussian entries (Q906012) (← links)
- On a spiked model for large volatility matrix estimation from noisy high-frequency data (Q1615279) (← links)
- Asymptotics for high dimensional regression \(M\)-estimates: fixed design results (Q1626624) (← links)
- On the post selection inference constant under restricted isometry properties (Q1627565) (← links)
- On the large deviations of traces of random matrices (Q1633923) (← links)
- Almost sure convergence of the largest and smallest eigenvalues of high-dimensional sample correlation matrices (Q1639676) (← links)
- A supplement on CLT for LSS under a large dimensional generalized spiked covariance model (Q1642248) (← links)
- A random matrix approach to neural networks (Q1650102) (← links)
- Numerical implementation of the QuEST function (Q1658388) (← links)
- Asymptotic performance of PCA for high-dimensional heteroscedastic data (Q1661372) (← links)
- A necessary and sufficient condition for edge universality at the largest singular values of covariance matrices (Q1661567) (← links)
- Central limit theorem for linear eigenvalue statistics for a tensor product version of sample covariance matrices (Q1661592) (← links)
- A nonparametric eigenvalue-regularized integrated covariance matrix estimator for asset return data (Q1668581) (← links)
- The geometry of the Gibbs measure of pure spherical spin glasses (Q1675272) (← links)
- Triangular random matrices and biorthogonal ensembles (Q1698245) (← links)
- \(e\)PCA: high dimensional exponential family PCA (Q1728639) (← 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)
