Pages that link to "Item:Q1932236"
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The following pages link to Convergence of the largest eigenvalue of normalized sample covariance matrices when \(p\) and \(n\) both tend to infinity with their ratio converging to zero (Q1932236):
Displaying 18 items.
- High dimensional mean-variance optimization through factor analysis (Q476227) (← links)
- Weighted covariance matrix estimation (Q2002720) (← links)
- Consistency of the objective general index in high-dimensional settings (Q2078579) (← links)
- Large sample correlation matrices: a comparison theorem and its applications (Q2082651) (← links)
- Limiting laws for divergent spiked eigenvalues and largest nonspiked eigenvalue of sample covariance matrices (Q2196219) (← links)
- Joint convergence of sample autocovariance matrices when \(p/n\to 0\) with application (Q2284381) (← links)
- CLT for linear spectral statistics of normalized sample covariance matrices with the dimension much larger than the sample size (Q2348737) (← links)
- A note on spiked Wishart matrices (Q2406768) (← links)
- Semiparametric estimation of the high-dimensional elliptical distribution (Q2692920) (← links)
- Most powerful test against a sequence of high dimensional local alternatives (Q2697980) (← links)
- On singular values distribution of a matrix large auto-covariance in the ultra-dimensional regime (Q3459155) (← links)
- Strong convergence of ESD for large quaternion sample covariance matrices and correlation matrices when p/n → 0 (Q5107059) (← links)
- LARGE SYSTEM OF SEEMINGLY UNRELATED REGRESSIONS: A PENALIZED QUASI-MAXIMUM LIKELIHOOD ESTIMATION PERSPECTIVE (Q5112017) (← links)
- Spiked singular values and vectors under extreme aspect ratios (Q6097562) (← links)
- Asymptotic normality for eigenvalue statistics of a general sample covariance matrix when \(p/n \to \infty\) and applications (Q6136598) (← links)
- On the validity of the bootstrap hypothesis testing in functional linear regression (Q6579427) (← links)
- Deformed semicircle law and concentration of nonlinear random matrices for ultra-wide neural networks (Q6590448) (← links)
- Large sample correlation matrices with unbounded spectrum (Q6656667) (← links)
