Pages that link to "Item:Q1167486"
From MaRDI portal
The following pages link to Some limit theorems for the eigenvalues of a sample covariance matrix (Q1167486):
Displaying 25 items.
- Plot of CLT (Q4967300) (← links)
- Linear eigenvalue statistics of random matrices with a variance profile (Q5019011) (← 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)
- Fluctuations of eigenvalues of patterned random matrices (Q5282859) (← links)
- Fine asymptotics for models with Gamma type moments (Q5860222) (← links)
- Joint global fluctuations of complex Wigner and deterministic matrices (Q5863544) (← links)
- Moderate deviations for linear eigenvalue statistics of β-ensembles (Q5863546) (← links)
- Limiting normalized spectral functions of a pencil of self-adjoint random matrices (Q5903850) (← links)
- On the singular values of Gaussian random matrices (Q5932199) (← links)
- Process convergence of fluctuations of linear eigenvalue statistics of random circulant matrices (Q6063717) (← links)
- Spectrum of SYK model II: Central limit theorem (Q6063723) (← links)
- Global eigenvalue fluctuations of random biregular bipartite graphs (Q6077688) (← links)
- Bernoulli random matrices (Q6086348) (← links)
- Fluctuations of the diagonal entries of a large sample precision matrix (Q6110092) (← links)
- Rare events in random matrix theory (Q6118173) (← links)
- A bootstrap method for spectral statistics in high-dimensional elliptical models (Q6170616) (← links)
- Quantitative CLT for linear eigenvalue statistics of Wigner matrices (Q6180368) (← links)
- On the CLT for Linear Eigenvalue Statistics of a Tensor Model of Sample Covariance Matrices (Q6192168) (← links)
- A high-dimensional classification rule using sample covariance matrix equipped with adjusted estimated eigenvalues (Q6541769) (← links)
- Linear spectral statistics of sequential sample covariance matrices (Q6596222) (← links)
- Matrix denoising: Bayes-optimal estimators via low-degree polynomials (Q6635291) (← links)
- The limiting spectral distribution of large random permutation matrices (Q6639532) (← links)
- Spectrum of high-dimensional sample covariance and related matrices: a selective review (Q6645567) (← links)
