The following pages link to (Q3711396):
Displaying 16 items.
- A new test for sphericity of the covariance matrix for high dimensional data (Q149043) (← links)
- Cleaning large correlation matrices: tools from random matrix theory (Q521794) (← links)
- Eigenvectors of some large sample covariance matrix ensembles (Q644783) (← links)
- Weak convergence of random functions defined by the eigenvectors of sample covariance matrices (Q920518) (← links)
- On the eigenvectors of large dimensional sample covariance matrices (Q1124199) (← links)
- Limit laws for random matrices and free products (Q1174478) (← links)
- Condition numbers of random matrices (Q1179026) (← links)
- Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size (Q1848966) (← links)
- On the eigenvectors of large-dimensional sample spatial sign covariance matrices (Q2101471) (← links)
- Functional CLT of eigenvectors for large sample covariance matrices (Q2254734) (← links)
- Eigen structure of a new class of covariance and inverse covariance matrices (Q2405151) (← links)
- Inferring the eigenvalues of covariance matrices from limited, noisy data (Q2734357) (← links)
- (Q3502462) (← links)
- Universality for Eigenvalue Algorithms on Sample Covariance Matrices (Q4594907) (← links)
- Eigenvalue distribution of large sample covariance matrices of linear processes (Q4915078) (← links)
- Distribution approximation of covariance matrix eigenvalues (Q6082995) (← links)