Pages that link to "Item:Q2112809"
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The following pages link to Limiting distributions for eigenvalues of sample correlation matrices from heavy-tailed populations (Q2112809):
Displaying 4 items.
- Extreme eigenvalue statistics of \(m\)-dependent heavy-tailed matrices (Q2077358) (← links)
- On eigenvalues of a high-dimensional Kendall's rank correlation matrix with dependence (Q6084694) (← links)
- CORRELATION MATRIX OF EQUI-CORRELATED NORMAL POPULATION: FLUCTUATION OF THE LARGEST EIGENVALUE, SCALING OF THE BULK EIGENVALUES, AND STOCK MARKET (Q6095475) (← links)
- Log determinant of large correlation matrices under infinite fourth moment (Q6596226) (← links)