Pages that link to "Item:Q4325099"
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The following pages link to Asymptotic behavior of spectral function of empirical covariance matrices (Q4325099):
Displaying 15 items.
- Direct shrinkage estimation of large dimensional precision matrix (Q268760) (← links)
- On the strong convergence of the optimal linear shrinkage estimator for large dimensional covariance matrix (Q458655) (← links)
- Strong law of large numbers for \(U\)-statistics of varying order (Q1273035) (← links)
- LLN for quadratic forms of long memory time series and its applications in random matrix theory (Q1800494) (← links)
- Weak convergence of the empirical spectral distribution of high-dimensional band sample covariance matrices (Q1800935) (← links)
- Recent advances in shrinkage-based high-dimensional inference (Q2062777) (← links)
- Asymptotic behaviour of the empirical distance covariance for dependent data (Q2135206) (← links)
- Convergence of the spectrum of empirical covariance matrices for independent MRW processes (Q2786484) (← links)
- The resolvent and the spectral functions of sample covariance matrices of increasing dimension (Q3704681) (← links)
- (Q3990170) (← links)
- Asymptotic distributions of functions of a sample covariance matrix under the elliptical distribution (Q4311484) (← links)
- On the Spectrum of Sample Covariance Matrices for Time Series (Q4580422) (← links)
- Limiting Spectral Distribution for Large Sample Covariance Matrices with Graph-Dependent Elements (Q5046631) (← links)
- Marchenko-Pastur law for a random tensor model (Q6110561) (← links)
- On Sufficient Conditions in the Marchenko--Pastur Theorem (Q6153532) (← links)
