Pages that link to "Item:Q2413247"
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The following pages link to On the convergence of the extremal eigenvalues of empirical covariance matrices with dependence (Q2413247):
Displaying 11 items.
- Controlling the least eigenvalue of a random Gram matrix (Q286141) (← links)
- Sharp bounds on the rate of convergence of the empirical covariance matrix (Q627752) (← links)
- Strong limit of the extreme eigenvalues of a symmetrized auto-cross covariance matrix (Q894819) (← links)
- The spectral norm of random inner-product kernel matrices (Q1729691) (← links)
- (Q5053172) (← links)
- Learning curves of generic features maps for realistic datasets with a teacher-student model* (Q5055409) (← links)
- Some strong convergence theorems for eigenvalues of general sample covariance matrices (Q5092963) (← links)
- Marchenko–Pastur law with relaxed independence conditions (Q6063726) (← links)
- On Sufficient Conditions in the Marchenko--Pastur Theorem (Q6153532) (← links)
- Extreme singular values of inhomogeneous sparse random rectangular matrices (Q6589578) (← links)
- Universality and sharp matrix concentration inequalities (Q6647779) (← links)
