Pages that link to "Item:Q655590"
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The following pages link to Asymptotic properties of eigenmatrices of a large sample covariance matrix (Q655590):
Displaying 13 items.
- The mean-variance ratio test -- a complement to the coefficient of variation test and the Sharpe ratio test (Q553013) (← links)
- On the weak limit of the largest eigenvalue of a large dimensional sample covariance matrix (Q583703) (← links)
- Large sample approximations for the LR statistic for equality of the smallest eigenvalues of a covariance matrix under elliptical population (Q1023601) (← links)
- On the dimension effect of regularized linear discriminant analysis (Q1786573) (← links)
- An improved estimation to make Markowitz's portfolio optimization theory users friendly and estimation accurate with application on the US stock market investment (Q1926915) (← links)
- Limiting behavior of eigenvalues in high-dimensional MANOVA via RMT (Q1991686) (← links)
- Random matrix theory in statistics: a review (Q2453609) (← links)
- Statistical Inference for High-Dimensional Global Minimum Variance Portfolios (Q2932763) (← links)
- Test statistics for prospect and Markowitz stochastic dominances with applications (Q3018506) (← links)
- (Q3711396) (← links)
- (Q3990170) (← links)
- (Q4902803) (← links)
- Eigenvalue distribution of large sample covariance matrices of linear processes (Q4915078) (← links)
