Polynomial generalizations of the sample variance-covariance matrix when pn−1 → 0
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Publication:3179762
DOI10.1142/S2010326316500143zbMath1356.60013MaRDI QIDQ3179762
Monika Bhattacharjee, Arup Bose
Publication date: 20 December 2016
Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)
Related Items (6)
Principal components in linear mixed models with general bulk ⋮ Smallest singular value and limit eigenvalue distribution of a class of non-Hermitian random matrices with statistical application ⋮ Process convergence of fluctuations of linear eigenvalue statistics of random circulant matrices ⋮ Unnamed Item ⋮ Multi-sample test for high-dimensional covariance matrices ⋮ Joint convergence of sample autocovariance matrices when \(p/n\to 0\) with application
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- Limiting spectral distribution of renormalized separable sample covariance matrices when \(p/n\to 0\)
- Random Matrix Methods for Wireless Communications
- Lectures on the Combinatorics of Free Probability
- Eigenvalue distribution of large sample covariance matrices of linear processes
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