The following pages link to (Q4889040):
Displaying 11 items.
- Numerical simulation for functions of sample covariance matrices (Q354867) (← links)
- Stable estimators of inverse covariance matrices (Q354872) (← links)
- Characteristic polynomials of sample covariance matrices: the non-square case (Q607429) (← links)
- Spectra of infinite-dimensional sample covariance matrices (Q1047051) (← links)
- Matrix shrinkage of high-dimensional expectation vectors (Q1765615) (← links)
- Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size (Q1848966) (← links)
- On spectral distribution of sample covariance matrices from large dimensional and large \(k\)-fold tensor products (Q2082643) (← links)
- (Q3349825) (← links)
- The resolvent and the spectral functions of sample covariance matrices of increasing dimension (Q3704681) (← links)
- Spectral distribution of the sample covariance of high-dimensional time series with unit roots (Q5037813) (← links)
- ON ESTIMATION OF THE POPULATION SPECTRAL DISTRIBUTION FROM A HIGH‐DIMENSIONAL SAMPLE COVARIANCE MATRIX (Q5357570) (← links)
