Pages that link to "Item:Q633054"

The following pages link to Spectral convergence for a general class of random matrices (Q633054):

Displaying 22 items.

• Estimation of the global minimum variance portfolio in high dimensions (Q90168) (← links)
• 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)
• Almost sure localization of the eigenvalues in a Gaussian information plus noise model. Application to the spiked models. (Q428560) (← links)
• On the strong convergence of the optimal linear shrinkage estimator for large dimensional covariance matrix (Q458655) (← links)
• On a characteristic of random matrices connected with unconditional convergence almost everywhere (Q1120774) (← links)
• A note on the convergence rate of the spectral distributions of large random matrices (Q1380635) (← links)
• On almost sure convergence of the spectral distribution of a power of a random matrix to the Fuss-Catalan distribution (Q2016256) (← links)
• Distributed linear regression by averaging (Q2039793) (← links)
• Recent advances in shrinkage-based high-dimensional inference (Q2062777) (← links)
• Surprises in high-dimensional ridgeless least squares interpolation (Q2131262) (← links)
• A generalized Lieb's theorem and its applications to spectrum estimates for a sum of random matrices (Q2272497) (← links)
• Convergence of the empirical spectral distribution of Gaussian matrix-valued processes (Q2631835) (← links)
• New results on the convergence of random matrices (Q2863061) (← links)
• Spectral analysis of the Gram matrix of mixture models (Q2954233) (← links)
• (Q4010327) (← links)
• WONDER: Weighted one-shot distributed ridge regression in high dimensions (Q4969115) (← links)
• Communication-Efficient Distributed Linear Discriminant Analysis for Binary Classification (Q5089448) (← links)
• (Q5159429) (← links)
• High-Dimensional Analysis of Double Descent for Linear Regression with Random Projections (Q6151666) (← links)
• Asymptotic bias of the \(\ell_2\)-regularized error variance estimator (Q6548541) (← links)
• Optimal Shrinkage-Based Portfolio Selection in High Dimensions (Q6586894) (← links)