Pages that link to "Item:Q1017885"

The following pages link to Universality results for the largest eigenvalues of some sample covariance matrix ensembles (Q1017885):

Displaying 50 items.

• Extreme eigenvalues of sparse, heavy tailed random matrices (Q326830) (← links)
• Precise asymptotics for beta ensembles (Q358970) (← links)
• Limits of spiked random matrices. I (Q365716) (← links)
• Factor modeling for high-dimensional time series: inference for the number of factors (Q447821) (← links)
• Fluctuations of the free energy of the spherical Sherrington-Kirkpatrick model (Q505553) (← links)
• Cleaning large correlation matrices: tools from random matrix theory (Q521794) (← links)
• Characteristic polynomials of sample covariance matrices (Q548156) (← links)
• Characteristic polynomials of sample covariance matrices: the non-square case (Q607429) (← links)
• On the distribution of the ratio of the largest eigenvalue to the trace of a Wishart matrix (Q618160) (← links)
• The spectral edge of some random band matrices (Q624933) (← links)
• Limiting laws of coherence of random matrices with applications to testing covariance structure and construction of compressed sensing matrices (Q638800) (← links)
• Eigenvectors of some large sample covariance matrix ensembles (Q644783) (← links)
• Fast approach to the tracy-widom law at the edge of GOE and GUE (Q691110) (← links)
• Edge universality of correlation matrices (Q693745) (← links)
• Large complex correlated Wishart matrices: fluctuations and asymptotic independence at the edges (Q726805) (← links)
• Poisson convergence for the largest eigenvalues of heavy tailed random matrices (Q731725) (← links)
• Goodness-of-fit test for latent block models (Q829718) (← links)
• Approximate null distribution of the largest root in multivariate analysis (Q965131) (← links)
• A universality result for the smallest eigenvalues of certain sample covariance matrices (Q987363) (← links)
• Stochastic Airy semigroup through tridiagonal matrices (Q1660635) (← links)
• Unbounded largest eigenvalue of large sample covariance matrices: asymptotics, fluctuations and applications (Q2002709) (← links)
• Distribution of the largest eigenvalue for real Wishart and Gaussian random matrices and a simple approximation for the Tracy-Widom distribution (Q2015056) (← links)
• Asymptotic analysis for extreme eigenvalues of principal minors of random matrices (Q2075335) (← links)
• Random matrix theory and its applications (Q2075698) (← links)
• Tracy-Widom at each edge of real covariance and MANOVA estimators (Q2083270) (← links)
• Transition from Tracy-Widom to Gaussian fluctuations of extremal eigenvalues of sparse Erdős-Rényi graphs (Q2179601) (← links)
• Edge rigidity and universality of random regular graphs of intermediate degree (Q2201984) (← links)
• Random matrix theory for heavy-tailed time series (Q2314507) (← links)
• Universality for the largest eigenvalue of sample covariance matrices with general population (Q2338931) (← links)
• Eigenvalues and eigenvectors of heavy-tailed sample covariance matrices with general growth rates: the iid case (Q2359717) (← links)
• On the convergence of the extremal eigenvalues of empirical covariance matrices with dependence (Q2413247) (← links)
• The local relaxation flow approach to universality of the local statistics for random matrices (Q2428944) (← links)
• Limit theory for the largest eigenvalues of sample covariance matrices with heavy-tails (Q2434470) (← links)
• Asymptotic theory for maximum deviations of sample covariance matrix estimates (Q2447660) (← links)
• Signal detection in high dimension: the multispiked case (Q2448730) (← links)
• Random matrix theory in statistics: a review (Q2453609) (← links)
• Universality of covariance matrices (Q2454401) (← links)
• On the principal components of sample covariance matrices (Q2634905) (← links)
• Asymptotically independent U-statistics in high-dimensional testing (Q2656592) (← links)
• Estimation of spiked eigenvalues in spiked models (Q2884858) (← links)
• The largest eigenvalues of sample covariance matrices for a spiked population: Diagonal case (Q3069151) (← links)
• (Q3517535) (← links)
• Large deviations for eigenvalues of sample covariance matrices, with applications to mobile communication systems (Q3603197) (← links)
• Functional form for the leading correction to the distribution of the largest eigenvalue in the GUE and LUE (Q4565450) (← links)
• Spectra of overlapping Wishart matrices and the Gaussian free field (Q4568315) (← links)
• Universality for Eigenvalue Algorithms on Sample Covariance Matrices (Q4594907) (← links)
• Some strong convergence theorems for eigenvalues of general sample covariance matrices (Q5092963) (← links)
• Sparse recovery from extreme eigenvalues deviation inequalities (Q5228345) (← links)
• Universality of local eigenvalue statistics for some sample covariance matrices (Q5695861) (← links)
• Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation (Q5965313) (← links)