Pages that link to "Item:Q2373573"
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The following pages link to On asymptotics of eigenvectors of large sample covariance matrix (Q2373573):
Displaying 7 items.
- Inference for the Dimension of a Regression Relationship Using Pseudo-Covariates (Q6079723) (← links)
- The eigenvector LSD of information plus noise matrices and its application to linear regression model (Q6165366) (← links)
- A CLT for the LSS of large-dimensional sample covariance matrices with diverging spikes (Q6183780) (← links)
- Freeness of type B and conditional freeness for random matrices (Q6609516) (← links)
- Limiting distributions of largest entries of sample co-variance matrices from 1-dependent normal populations (Q6634807) (← links)
- Matrix denoising: Bayes-optimal estimators via low-degree polynomials (Q6635291) (← links)
- Linear spectral statistics of eigenvectors of anisotropic sample covariance matrices (Q6663955) (← links)