Pages that link to "Item:Q968484"

The following pages link to Strong convergence of the empirical distribution of eigenvalues of sample covariance matrices with a perturbation matrix (Q968484):

Displaying 14 items.

• Identity tests for high dimensional data using RMT (Q391630) (← links)
• Limiting spectral distribution of a new random matrix model with dependence across rows and columns (Q417413) (← links)
• Strong convergence of ESD for the generalized sample covariance matrices when \(p/n \rightarrow 0\) (Q433567) (← links)
• The singular values and vectors of low rank perturbations of large rectangular random matrices (Q444963) (← links)
• Limiting spectral distribution of large sample covariance matrices associated with a class of stationary processes (Q495709) (← links)
• RETRACTED: New applications of the existence of solutions for equilibrium equations with Neumann type boundary condition (Q523901) (← links)
• Strong limit of the extreme eigenvalues of a symmetrized auto-cross covariance matrix (Q894819) (← links)
• Asymptotic performance of PCA for high-dimensional heteroscedastic data (Q1661372) (← links)
• The convergence on spectrum of sample covariance matrices for information-plus-noise type data (Q1931150) (← links)
• Regular variation and free regular infinitely divisible laws (Q2288760) (← links)
• Independence test for high dimensional data based on regularized canonical correlation coefficients (Q2343952) (← links)
• Limit theory for the largest eigenvalues of sample covariance matrices with heavy-tails (Q2434470) (← links)
• The limiting spectral distribution for large sample covariance matrices with unbounded<i>m</i>-dependent entries (Q2832658) (← links)
• Some strong convergence theorems for eigenvalues of general sample covariance matrices (Q5092963) (← links)