Pages that link to "Item:Q1879863"
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The following pages link to CLT for linear spectral statistics of large-dimensional sample covariance matrices. (Q1879863):
Displaying 50 items.
- Convergence of Sample Eigenvectors of Spiked Population Model (Q3458125) (← links)
- CLT for linear spectral statistics of a rescaled sample precision matrix (Q3459154) (← links)
- Efficient computation of limit spectra of sample covariance matrices (Q3459159) (← links)
- Large deviations for eigenvalues of sample covariance matrices, with applications to mobile communication systems (Q3603197) (← links)
- Challenges for Panel Financial Analysis (Q4558820) (← links)
- Spectra of overlapping Wishart matrices and the Gaussian free field (Q4568315) (← links)
- Testing identity of high-dimensional covariance matrix (Q4960708) (← links)
- Plot of CLT (Q4967300) (← links)
- Fluctuations of the spectrum in rotationally invariant random matrix ensembles (Q5019001) (← links)
- Linear eigenvalue statistics of random matrices with a variance profile (Q5019011) (← links)
- Spectral Properties of Rescaled Sample Correlation Matrix (Q5041343) (← links)
- Hypothesis Testing for Block-structured Correlation for High Dimensional Variables (Q5066769) (← links)
- Mixtures of traces of Wishart and inverse Wishart matrices (Q5079120) (← links)
- In defense of LASSO (Q5081041) (← links)
- Joint CLT for top eigenvalues of sample covariance matrices of separable high dimensional long memory processes (Q5092968) (← links)
- Multi-sample test for high-dimensional covariance matrices (Q5160245) (← links)
- On Asymptotic Expansion and Central Limit Theorem of Linear Eigenvalue Statistics for Sample Covariance Matrices when ${N/M\rightarrow0}$ (Q5255333) (← links)
- Fluctuations of eigenvalues of patterned random matrices (Q5282859) (← links)
- Testing covariance structure of large-dimensional data based on Wald’s score test (Q5359047) (← links)
- Central limit theorems for functionals of large sample covariance matrix and mean vector in matrix‐variate location mixture of normal distributions (Q5381080) (← links)
- Real second order freeness and Haar orthogonal matrices (Q5402244) (← links)
- Approximation of the power functions of Roy’s largest root test under general spiked alternatives (Q5860221) (← links)
- Moderate deviations for linear eigenvalue statistics of β-ensembles (Q5863546) (← links)
- Time dependent fluctuations of linear eigenvalue statistics of some patterned matrices (Q5883912) (← links)
- \textit{ScreeNOT}: exact MSE-optimal singular value thresholding in correlated noise (Q6046305) (← links)
- Process convergence of fluctuations of linear eigenvalue statistics of random circulant matrices (Q6063717) (← links)
- On a generalization of the CLT for linear eigenvalue statistics of Wigner matrices with inhomogeneous fourth moments (Q6063728) (← links)
- Ridgelized Hotelling’s T<sup>2</sup> test on mean vectors of large dimension (Q6063738) (← links)
- A Universal Test on Spikes in a High-Dimensional Generalized Spiked Model and Its Applications (Q6069893) (← links)
- An RIHT statistic for testing the equality of several high-dimensional mean vectors under homoskedasticity (Q6071712) (← links)
- Global eigenvalue fluctuations of random biregular bipartite graphs (Q6077688) (← links)
- Universality for the Conjugate Gradient and MINRES Algorithms on Sample Covariance Matrices (Q6077897) (← links)
- On eigenvalues of a high-dimensional Kendall's rank correlation matrix with dependence (Q6084694) (← links)
- Connecting eigenvalue rigidity with polymer geometry: diffusive transversal fluctuations under large deviation (Q6100167) (← links)
- A test for the identity of a high-dimensional correlation matrix based on the \(\ell_4\)-norm (Q6101694) (← links)
- Fluctuations of the diagonal entries of a large sample precision matrix (Q6110092) (← links)
- Random matrices and random graphs (Q6124900) (← links)
- Asymptotic normality for eigenvalue statistics of a general sample covariance matrix when \(p/n \to \infty\) and applications (Q6136598) (← links)
- Contiguity under high-dimensional Gaussianity with applications to covariance testing (Q6138900) (← links)
- Central limit theorem for linear spectral statistics of block-Wigner-type matrices (Q6152151) (← links)
- On the analytic structure of second-order non-commutative probability spaces and functions of bounded Fréchet variation (Q6163571) (← links)
- Hypothesis testing on compound symmetric structure of high-dimensional covariance matrix (Q6170542) (← links)
- A bootstrap method for spectral statistics in high-dimensional elliptical models (Q6170616) (← links)
- Logarithmic law of large random correlation matrices (Q6178564) (← links)
- Quantitative CLT for linear eigenvalue statistics of Wigner matrices (Q6180368) (← links)
- A CLT for the LSS of large-dimensional sample covariance matrices with diverging spikes (Q6183780) (← links)
- On the CLT for Linear Eigenvalue Statistics of a Tensor Model of Sample Covariance Matrices (Q6192168) (← links)
- Separable sample covariance matrices under elliptical populations with applications (Q6544130) (← links)
- Linear spectral statistics of sequential sample covariance matrices (Q6596222) (← links)
- Log determinant of large correlation matrices under infinite fourth moment (Q6596226) (← links)
