Large Sample Covariance Matrices and High-Dimensional Data Analysis

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Works Cited by This (94)

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+	The Elements of Statistical Learning	2001	Trevor Hastie J. Friedman Robert Tibshirani
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+	A Reliable Data-Based Bandwidth Selection Method for Kernel Density Estimation	1991	Simon J. Sheather M. C. Jones
+	High Dimensional Statistical Inference and Random Matrices	2006	Iain M. Johnstone
+ PDF Chat	Unbiasedness of Some Test Criteria for the Equality of One or Two Covariance Matrices	1968	Nariaki Sugiura Hisao Nagao
+ PDF Chat	On the distribution of the largest eigenvalue in principal components analysis	2001	Iain M. Johnstone
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+ PDF Chat	A Road to Classification in High Dimensional Space: The Regularized Optimal Affine Discriminant	2012	Jianqing Fan Yang Feng Xin Tong
+	The Oxford Handbook of Random Matrix Theory	2015	Gernot Akemann Jinho Baik Philippe Di Francesco