Rate of convergence for sparse sample covariance matrices

DOI10.1007/978-3-031-30114-8_7OpenAlexW4384464537MaRDI QIDQ6119052

Friedrich Götze, Dmitry Timushev, Alexander Tikhomirov

Publication date: 22 March 2024

Published in: Foundations of Modern Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-031-30114-8_7

zbMATH Keywords

Stieltjes transformrate of convergenceMarchenko-Pastur lawsparse sample covariance matrices

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Unnamed Item
• Optimal bounds for convergence of expected spectral distributions to the semi-circular law
• Spectral statistics of Erdős-Rényi graphs. I: Local semicircle law
• Tracy-Widom distribution for the largest eigenvalue of real sample covariance matrices with general population
• Spectral statistics of Erdős-Rényi graphs II: eigenvalue spacing and the extreme eigenvalues
• Characteristic vectors of bordered matrices with infinite dimensions
• Local semicircle law under fourth moment condition
• Spectral analysis of large dimensional random matrices
• Local law and Tracy-Widom limit for sparse random matrices
• On the local semicircular law for Wigner ensembles
• Rate of convergence in probability to the Marchenko-Pastur law
• Local law and Tracy-Widom limit for sparse stochastic block models
• Local law and Tracy-Widom limit for sparse sample covariance matrices
• Local Semicircle Law under Moment Conditions: The Stieltjes Transform, Rigidity, and Delocalization
• Moment Inequalities for Linear and Nonlinear Statistics

This page was built for publication: Rate of convergence for sparse sample covariance matrices