Pages that link to "Item:Q1898410"

The following pages link to Analysis of the limiting spectral distribution of large dimensional random matrices (Q1898410):

Displaying 50 items.

• Asymptotic properties of principal component analysis and shrinkage-bias adjustment under the generalized spiked population model (Q131450) (← links)
• Nonlinear shrinkage estimation of large-dimensional covariance matrices (Q149570) (← links)
• Nonparametric eigenvalue-regularized precision or covariance matrix estimator (Q292867) (← links)
• Kernel spectral clustering of large dimensional data (Q302428) (← links)
• Gaussian fluctuations for linear spectral statistics of large random covariance matrices (Q303975) (← links)
• A note on functional averages over Gaussian ensembles (Q361607) (← links)
• Additive/multiplicative free subordination property and limiting eigenvectors of spiked additive deformations of Wigner matrices and spiked sample covariance matrices (Q376265) (← links)
• Estimation of the population spectral distribution from a large dimensional sample covariance matrix (Q394089) (← links)
• Large dimensional analysis and optimization of robust shrinkage covariance matrix estimators (Q406518) (← links)
• Central limit theorems for linear spectral statistics of large dimensional \(F\)-matrices (Q424702) (← links)
• On the estimation of integrated covariance matrices of high dimensional diffusion processes (Q449988) (← links)
• On the strong convergence of the optimal linear shrinkage estimator for large dimensional covariance matrix (Q458655) (← links)
• Robust spiked random matrices and a robust G-MUSIC estimator (Q495368) (← links)
• Cleaning large correlation matrices: tools from random matrix theory (Q521794) (← links)
• The eigenvalues and eigenvectors of finite, low rank perturbations of large random matrices (Q531808) (← links)
• Nonparametric estimate of spectral density functions of sample covariance matrices: a first step (Q620566) (← links)
• On a model selection problem from high-dimensional sample covariance matrices (Q634554) (← links)
• Eigenvectors of some large sample covariance matrix ensembles (Q644783) (← links)
• A note on a Marčenko-Pastur type theorem for time series (Q654461) (← links)
• Convergence rates to the Marchenko-Pastur type distribution (Q655317) (← links)
• Anisotropic local laws for random matrices (Q682801) (← links)
• Large complex correlated Wishart matrices: fluctuations and asymptotic independence at the edges (Q726805) (← links)
• On sample eigenvalues in a generalized spiked population model (Q765838) (← links)
• Second order statistics of robust estimators of scatter. Application to GLRT detection for elliptical signals (Q900808) (← links)
• No eigenvalues outside the support of the limiting empirical spectral distribution of a separable covariance matrix (Q958905) (← links)
• Universality in complex Wishart ensembles for general covariance matrices with 2 distinct eigenvalues (Q962215) (← links)
• The limiting spectral distribution of the product of the Wigner matrix and a nonnegative definite matrix (Q990879) (← links)
• Analysis of the limiting spectral distribution of large dimensional information-plus-noise type matrices (Q997001) (← links)
• Finite sample approximation results for principal component analysis: A matrix perturbation approach (Q1000307) (← links)
• The largest eigenvalues of finite rank deformation of large Wigner matrices: Convergence and nonuniversality of the fluctuations (Q1011149) (← links)
• The polynomial method for random matrices (Q1029549) (← links)
• No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices (Q1307081) (← links)
• Circular law (Q1356353) (← links)
• Exact separation of eigenvalues of large dimensional sample covariance matrices (Q1568298) (← links)
• A random matrix approach to neural networks (Q1650102) (← links)
• Numerical implementation of the QuEST function (Q1658388) (← links)
• A necessary and sufficient condition for edge universality at the largest singular values of covariance matrices (Q1661567) (← links)
• Optimal estimation of a large-dimensional covariance matrix under Stein's loss (Q1750102) (← links)
• Estimation of two high-dimensional covariance matrices and the spectrum of their ratio (Q1795566) (← links)
• CLT for linear spectral statistics of large-dimensional sample covariance matrices. (Q1879863) (← links)
• Empirical spectral distributions of sparse random graphs (Q1983055) (← links)
• Extremal eigenvalues of sample covariance matrices with general population (Q1983634) (← links)
• Asymptotic joint distribution of extreme eigenvalues and trace of large sample covariance matrix in a generalized spiked population model (Q1996762) (← links)
• Unbounded largest eigenvalue of large sample covariance matrices: asymptotics, fluctuations and applications (Q2002709) (← links)
• MIXANDMIX: numerical techniques for the computation of empirical spectral distributions of population mixtures (Q2007993) (← links)
• Random matrix-improved estimation of covariance matrix distances (Q2008220) (← links)
• Free energy of bipartite spherical Sherrington-Kirkpatrick model (Q2028962) (← links)
• Spectral measures of spiked random matrices (Q2031018) (← links)
• Central limit theorem for mesoscopic eigenvalue statistics of deformed Wigner matrices and sample covariance matrices (Q2041806) (← links)
• High-dimensional linear models: a random matrix perspective (Q2051014) (← links)