The following pages link to (Q3502462):
Displaying 35 items.
- Nonparametric estimate of spectral density functions of sample covariance matrices generated by VARMA models (Q5079835) (← links)
- Some strong convergence theorems for eigenvalues of general sample covariance matrices (Q5092963) (← links)
- On the empirical spectral distribution for certain models related to sample covariance matrices with different correlations (Q5092965) (← links)
- Generalized Regression Estimators with High-Dimensional Covariates (Q5134471) (← links)
- High-dimensional sample covariance matrices with Curie-Weiss entries (Q5140268) (← links)
- Trimmed estimators for large dimensional sparse covariance matrices (Q5197365) (← links)
- On the singular value distribution of large-dimensional data matrices whose columns have different correlations (Q5222211) (← links)
- On the limit of the spectral distribution of large-dimensional random quaternion covariance matrices (Q5370956) (← links)
- On limiting spectral distribution of large sample covariance matrices by VARMA(p,q) (Q5495699) (← links)
- A Dichotomous Behavior of Guttman-Kaiser Criterion from Equi-Correlated Normal Population (Q5876942) (← links)
- Marchenko–Pastur law with relaxed independence conditions (Q6063726) (← links)
- Ridgelized Hotelling’s T<sup>2</sup> test on mean vectors of large dimension (Q6063738) (← links)
- An RIHT statistic for testing the equality of several high-dimensional mean vectors under homoskedasticity (Q6071712) (← links)
- On eigenvalues of a high-dimensional Kendall's rank correlation matrix with dependence (Q6084694) (← links)
- Spiked singular values and vectors under extreme aspect ratios (Q6097562) (← links)
- Marchenko-Pastur law for a random tensor model (Q6110561) (← links)
- Large sample covariance matrices of Gaussian observations with uniform correlation decay (Q6115258) (← links)
- On Sufficient Conditions in the Marchenko--Pastur Theorem (Q6153532) (← links)
- A bootstrap method for spectral statistics in high-dimensional elliptical models (Q6170616) (← links)
- On singular values of data matrices with general independent columns (Q6172191) (← links)
- Logarithmic law of large random correlation matrices (Q6178564) (← links)
- On the CLT for Linear Eigenvalue Statistics of a Tensor Model of Sample Covariance Matrices (Q6192168) (← links)
- Optimal Shrinkage-Based Portfolio Selection in High Dimensions (Q6586894) (← links)
- Off-diagonal elements of projection matrices and dimension asymptotics (Q6594319) (← links)
- Log determinant of large correlation matrices under infinite fourth moment (Q6596226) (← links)
- On blockwise and reference panel-based estimators for genetic data prediction in high dimensions (Q6608675) (← links)
- Spectral analysis of Gram matrices with missing at random observations: convergence, central limit theorems, and applications in statistical inference (Q6608688) (← links)
- Precise learning curves and higher-order scaling limits for dot-product kernel regression (Q6611439) (← links)
- On spectrum of sample covariance matrices from large tensor vectors (Q6634815) (← links)
- Inference on the eigenvalues of the normalized precision matrix (Q6635248) (← links)
- Sampling without replacement from a high-dimensional finite population (Q6635731) (← 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)
- Statistical inference on kurtosis of independent component model (Q6651140) (← links)
- Bootstrapping non-stationary and irregular time series using singular spectral analysis (Q6655922) (← links)
