Pages that link to "Item:Q2453609"
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The following pages link to Random matrix theory in statistics: a review (Q2453609):
Displaying 15 items.
- The conjugate gradient algorithm on a general class of spiked covariance matrices (Q5022481) (← links)
- On the Empirical Spectral Distribution of Lag-Covariance Matrix in Singular Spectrum Analysis (Q5077730) (← links)
- A RMT-based LM test for error cross-sectional independence in large heterogeneous panel data models* (Q5095204) (← links)
- (Q5159429) (← links)
- (Q5159443) (← links)
- (Q5159467) (← links)
- Free deterministic equivalent Z-scores of compound Wishart models: A goodness of fit test of 2D ARMA models (Q5197371) (← links)
- On the singular value distribution of large-dimensional data matrices whose columns have different correlations (Q5222211) (← links)
- (Q5242619) (← links)
- Convergence rate to the Tracy-Widom laws for the largest eigenvalue of sample covariance matrices (Q6103980) (← links)
- On singular values of data matrices with general independent columns (Q6172191) (← links)
- Entrywise limit theorems for eigenvectors of signal-plus-noise matrix models with weak signals (Q6178566) (← links)
- High-dimensional covariance matrix estimation (Q6601084) (← links)
- Testing Serial Correlation and ARCH Effect of High-Dimensional Time-Series Data (Q6617741) (← links)
- Testing General Linear Hypotheses Under a High-Dimensional Multivariate Regression Model with Spiked Noise Covariance (Q6651383) (← links)
