Pages that link to "Item:Q4568819"

The following pages link to On the Asymptotic Behavior of the Sample Estimates of Eigenvalues and Eigenvectors of Covariance Matrices (Q4568819):

Displaying 19 items.

• Asymptotic properties of principal component analysis and shrinkage-bias adjustment under the generalized spiked population model (Q131450) (← links)
• Large dimensional analysis and optimization of robust shrinkage covariance matrix estimators (Q406518) (← links)
• Robust spiked random matrices and a robust G-MUSIC estimator (Q495368) (← links)
• Second order statistics of robust estimators of scatter. Application to GLRT detection for elliptical signals (Q900808) (← links)
• Corrigendum to: ``Asymptotics of eigenvalues and unit-length eigenvectors of sample variance and correlation matrices'' (Q1340290) (← links)
• On bilinear forms based on the resolvent of large random matrices (Q1943319) (← links)
• Random matrix-improved estimation of covariance matrix distances (Q2008220) (← links)
• Asymptotic expansion for distribution of the trace of a covariance matrix under a two-step monotone incomplete sample (Q2015067) (← links)
• On the behaviour of the smallest eigenvalue of a high-dimensional sample covariance matrix (Q2854103) (← links)
• Analysis of the limiting spectral measure of large random matrices of the separable covariance type (Q2935253) (← links)
• (Q3990170) (← links)
• (Q4902803) (← links)
• Some strong convergence theorems for eigenvalues of general sample covariance matrices (Q5092963) (← links)
• (Q5214268) (← links)
• Random matrix improved covariance estimation for a large class of metrics* (Q5857459) (← links)
• A Compound Decision Approach to Covariance Matrix Estimation (Q6055869) (← links)
• Ridge estimation of covariance matrix from data in two classes. (Q6584362) (← links)
• Exponential bounds for regularized Hotelling's T2 statistic in high dimension (Q6596187) (← links)
• Large Dynamic Covariance Matrices (Q6634867) (← links)