Pages that link to "Item:Q802194"

The following pages link to Some limit theorems on the eigenvectors of large dimensional sample covariance matrices (Q802194):

Displaying 24 items.

• The eigenvalues and eigenvectors of finite, low rank perturbations of large random matrices (Q531808) (← links)
• On the weak limit of the largest eigenvalue of a large dimensional sample covariance matrix (Q583703) (← links)
• Eigenvectors of some large sample covariance matrix ensembles (Q644783) (← links)
• Asymptotic properties of eigenmatrices of a large sample covariance matrix (Q655590) (← links)
• Limit of the smallest eigenvalue of a large dimensional sample covariance matrix (Q688039) (← links)
• Weak convergence of random functions defined by the eigenvectors of sample covariance matrices (Q920518) (← links)
• Approximation of Haar distributed matrices and limiting distributions of eigenvalues of Jacobi ensembles (Q1017901) (← 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)
• On the eigenvectors of large dimensional sample covariance matrices (Q1124199) (← links)
• In memoriam: Paruchuri Rama Krishnaiah (1932--1987). A tribute (Q2062778) (← links)
• Central limit theorem for eigenvectors of heavy tailed matrices (Q2248621) (← links)
• Functional CLT of eigenvectors for large sample covariance matrices (Q2254734) (← links)
• Random matrix theory for heavy-tailed time series (Q2314507) (← links)
• On asymptotics of eigenvectors of large sample covariance matrix (Q2373573) (← links)
• Convergence rates of eigenvector empirical spectral distribution of large dimensional sample covariance matrix (Q2438762) (← links)
• Random matrix theory in statistics: a review (Q2453609) (← links)
• Limit Theorems for Traces of Sample Covariance Matrices (Q3221113) (← links)
• (Q4902803) (← links)
• Eigenvalue distribution of large sample covariance matrices of linear processes (Q4915078) (← links)
• Weak convergence of a collection of random functions defined by the eigenvectors of large dimensional random matrices (Q5041686) (← links)
• Some strong convergence theorems for eigenvalues of general sample covariance matrices (Q5092963) (← links)
• Singular vector distribution of sample covariance matrices (Q5203898) (← links)
• The eigenvector LSD of information plus noise matrices and its application to linear regression model (Q6165366) (← links)