Pages that link to "Item:Q2373573"

The following pages link to On asymptotics of eigenvectors of large sample covariance matrix (Q2373573):

Displaying 50 items.

• Direct shrinkage estimation of large dimensional precision matrix (Q268760) (← links)
• Spectral analysis of the Moore-Penrose inverse of a large dimensional sample covariance matrix (Q276985) (← links)
• On the strong convergence of the optimal linear shrinkage estimator for large dimensional covariance matrix (Q458655) (← links)
• Operator-valued spectral measures and large deviations (Q460652) (← links)
• On the weak limit of the largest eigenvalue of a large dimensional sample covariance matrix (Q583703) (← links)
• Canonical moments and random spectral measures (Q616259) (← links)
• Spectral convergence for a general class of random matrices (Q633054) (← links)
• Limiting laws of coherence of random matrices with applications to testing covariance structure and construction of compressed sensing matrices (Q638800) (← links)
• Eigenvectors of some large sample covariance matrix ensembles (Q644783) (← links)
• Central limit theorem for Hotelling's \(T^{2}\) statistic under large dimension (Q655585) (← links)
• Asymptotic properties of eigenmatrices of a large sample covariance matrix (Q655590) (← links)
• Sparse regular random graphs: spectral density and eigenvectors (Q690878) (← links)
• The spectrum of kernel random matrices (Q847627) (← links)
• Central limit theorem for signal-to-interference ratio of reduced rank linear receiver (Q930686) (← 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 limit of the largest eigenvalue of the large dimensional sample covariance matrix (Q1092547) (← links)
• A nonparametric eigenvalue-regularized integrated covariance matrix estimator for asset return data (Q1668581) (← links)
• On the dimension effect of regularized linear discriminant analysis (Q1786573) (← links)
• Strong convergence of the empirical distribution of eigenvalues of large dimensional random matrices (Q1907827) (← links)
• On bilinear forms based on the resolvent of large random matrices (Q1943319) (← links)
• Estimation for biased partial linear single index models (Q2002712) (← links)
• Spectral measures of spiked random matrices (Q2031018) (← links)
• Eigenvectors and controllability of non-Hermitian random matrices and directed graphs (Q2042849) (← links)
• Recent advances in shrinkage-based high-dimensional inference (Q2062777) (← links)
• Asymptotic independence of spiked eigenvalues and linear spectral statistics for large sample covariance matrices (Q2091835) (← links)
• On the eigenvectors of large-dimensional sample spatial sign covariance matrices (Q2101471) (← links)
• CLT for spiked eigenvalues of a sample covariance matrix from high-dimensional Gaussian mean mixtures (Q2101482) (← links)
• Properties of eigenvalues and eigenvectors of large-dimensional sample correlation matrices (Q2108908) (← links)
• Convergence of eigenvector empirical spectral distribution of sample covariance matrices (Q2196201) (← links)
• Functional CLT of eigenvectors for large sample covariance matrices (Q2254734) (← links)
• Convergence rate of eigenvector empirical spectral distribution of large Wigner matrices (Q2423201) (← links)
• Convergence rates of eigenvector empirical spectral distribution of large dimensional sample covariance matrix (Q2438762) (← links)
• Comparison between two types of large sample covariance matrices (Q2451115) (← links)
• Random matrix theory in statistics: a review (Q2453609) (← links)
• Asymptotics of AIC, BIC and \(C_p\) model selection rules in high-dimensional regression (Q2676924) (← links)
• Most powerful test against a sequence of high dimensional local alternatives (Q2697980) (← links)
• Nonstandard limit theorems and large deviations for the Jacobi beta ensemble (Q2930544) (← links)
• Statistical Inference for High-Dimensional Global Minimum Variance Portfolios (Q2932763) (← links)
• ENHANCEMENT OF THE APPLICABILITY OF MARKOWITZ'S PORTFOLIO OPTIMIZATION BY UTILIZING RANDOM MATRIX THEORY (Q3650926) (← links)
• (Q3711396) (← links)
• (Q3990170) (← links)
• Universality for Eigenvalue Algorithms on Sample Covariance Matrices (Q4594907) (← links)
• High-Dimensional CLTs for Individual Mahalanobis Distances (Q4689248) (← links)
• (Q4902803) (← links)
• Eigenvalue distribution of large sample covariance matrices of linear processes (Q4915078) (← links)
• The conjugate gradient algorithm on a general class of spiked covariance matrices (Q5022481) (← links)
• A family of flexible shrinkage estimators for the variances of high-dimensional gene expressions (Q5055168) (← links)
• Eigenvector delocalization for non‐Hermitian random matrices and applications (Q5120746) (← links)
• The conjugate gradient algorithm on well-conditioned Wishart matrices is almost deterministic (Q5146604) (← links)
• Singular vector distribution of sample covariance matrices (Q5203898) (← links)