Pages that link to "Item:Q2338931"
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The following pages link to Universality for the largest eigenvalue of sample covariance matrices with general population (Q2338931):
Displaying 40 items.
- The Tracy-Widom law for the largest eigenvalue of F type matrices (Q309724) (← links)
- Anisotropic local laws for random matrices (Q682801) (← links)
- Large complex correlated Wishart matrices: fluctuations and asymptotic independence at the edges (Q726805) (← links)
- Goodness-of-fit test for latent block models (Q829718) (← links)
- A necessary and sufficient condition for edge universality at the largest singular values of covariance matrices (Q1661567) (← links)
- A unified matrix model including both CCA and F matrices in multivariate analysis: the largest eigenvalue and its applications (Q1750089) (← links)
- CLT for largest eigenvalues and unit root testing for high-dimensional nonstationary time series (Q1800798) (← links)
- Extremal eigenvalues of sample covariance matrices with general population (Q1983634) (← links)
- Unbounded largest eigenvalue of large sample covariance matrices: asymptotics, fluctuations and applications (Q2002709) (← links)
- Free energy of bipartite spherical Sherrington-Kirkpatrick model (Q2028962) (← links)
- Spiked separable covariance matrices and principal components (Q2039807) (← links)
- Central limit theorem for mesoscopic eigenvalue statistics of deformed Wigner matrices and sample covariance matrices (Q2041806) (← links)
- Tracy-Widom at each edge of real covariance and MANOVA estimators (Q2083270) (← links)
- Convergence of eigenvector empirical spectral distribution of sample covariance matrices (Q2196201) (← links)
- Limiting laws for divergent spiked eigenvalues and largest nonspiked eigenvalue of sample covariance matrices (Q2196219) (← links)
- Edge universality of separable covariance matrices (Q2279318) (← links)
- Tracy-Widom limit for Kendall's tau (Q2284382) (← links)
- Local law and Tracy-Widom limit for sparse sample covariance matrices (Q2286459) (← links)
- A diagnostic criterion for approximate factor structure (Q2330733) (← links)
- Universality for the largest eigenvalue of sample covariance matrices with general population (Q2338931) (← links)
- On the principal components of sample covariance matrices (Q2634905) (← links)
- Singular vector and singular subspace distribution for the matrix denoising model (Q2656600) (← links)
- Tracy-Widom limit for the largest eigenvalue of high-dimensional covariance matrices in elliptical distributions (Q2676949) (← links)
- A survey on the eigenvalues local behavior of large complex correlated Wishart matrices (Q2786531) (← links)
- Tracy–Widom law for the largest eigenvalue of sample covariance matrix generated by VARMA (Q3385481) (← links)
- Spectra of overlapping Wishart matrices and the Gaussian free field (Q4568315) (← links)
- Universality for Eigenvalue Algorithms on Sample Covariance Matrices (Q4594907) (← links)
- Joint CLT for top eigenvalues of sample covariance matrices of separable high dimensional long memory processes (Q5092968) (← links)
- Singular vector distribution of sample covariance matrices (Q5203898) (← links)
- Spiked sample covariance matrices with possibly multiple bulk components (Q5860230) (← links)
- The volume of random simplices from elliptical distributions in high dimension (Q6072912) (← links)
- Convergence rate to the Tracy-Widom laws for the largest eigenvalue of sample covariance matrices (Q6103980) (← links)
- Quantitative Tracy-Widom laws for the largest eigenvalue of generalized Wigner matrices (Q6136827) (← links)
- On randomized sketching algorithms and the Tracy-Widom law (Q6163409) (← links)
- Local laws for multiplication of random matrices (Q6165245) (← links)
- Order determination for spiked-type models with a divergent number of spikes (Q6168911) (← links)
- Quantitative universality for the largest eigenvalue of sample covariance matrices (Q6591578) (← links)
- Sampling without replacement from a high-dimensional finite population (Q6635731) (← links)
- Data-driven optimal shrinkage of singular values under high-dimensional noise with separable covariance structure with application (Q6652566) (← links)
- Linear spectral statistics of eigenvectors of anisotropic sample covariance matrices (Q6663955) (← links)
