Pages that link to "Item:Q433567"

The following pages link to Strong convergence of ESD for the generalized sample covariance matrices when \(p/n \rightarrow 0\) (Q433567):

Displaying 11 items.

• Strong convergence of the empirical distribution of eigenvalues of sample covariance matrices with a perturbation matrix (Q968484) (← links)
• Matrix polynomial generalizations of the sample variance-covariance matrix when \(pn^{-1}\to y(0,\infty)\) (Q1745672) (← links)
• Weak convergence of the empirical spectral distribution of high-dimensional band sample covariance matrices (Q1800935) (← links)
• Limiting spectral distribution of normalized sample covariance matrices with \(p/n\to 0\) (Q1950660) (← links)
• Joint convergence of sample autocovariance matrices when \(p/n\to 0\) with application (Q2284381) (← links)
• Limiting spectral distribution of renormalized separable sample covariance matrices when \(p/n\to 0\) (Q2438628) (← links)
• Random matrix theory in statistics: a review (Q2453609) (← links)
• Polynomial generalizations of the sample variance-covariance matrix when pn−1 → 0 (Q3179762) (← links)
• Some strong convergence theorems for eigenvalues of general sample covariance matrices (Q5092963) (← links)
• Strong convergence of ESD for large quaternion sample covariance matrices and correlation matrices when p/n → 0 (Q5107059) (← links)
• Deformed semicircle law and concentration of nonlinear random matrices for ultra-wide neural networks (Q6590448) (← links)