Spectra of infinite-dimensional sample covariance matrices

V. Serdobolskii

Type: Article

Publication Date: 2006-08-01

Citations: 0

DOI: https://doi.org/10.1007/s11232-006-0107-4

View Publication

Locations

Theoretical and Mathematical Physics - View

Similar Works

Action	Title	Year	Authors
+	Spectrum of High-Dimensional Sample Covariance and Related Matrices: A Selective Review	2024	Monika Bhattacharjee Arup Bose
+	The convergence on spectrum of sample covariance matrices for information-plus-noise type data	2012	Junshan Xie
+	Resolvents and Spectral Functions of Large Sample Covariance Matrices	2000	V. Serdobolskii
+	Large sample correlation matrices with unbounded spectrum	2024	Yanpeng Li
+	Asymptotic behavior of spectral function of empirical covariance matrices	1994	Vyacheslav L. Girko A. K. Gupta
+	Limiting spectral distribution of normalized sample covariance matrices with	2012	Junshan Xie
+	Applications on linear spectral statistics of high-dimensional sample covariance matrix with divergent spectrum	2022	Yangchun Zhang Yirui Zhou Xiaowei Liu
+	Limiting spectral distribution for a type of sample covariance matrices	2013	Junshan Xie
+	Analysis of the limiting spectral distribution of large dimensional information-plus-noise type matrices	2007	R. Brent Dozier Jack W. Silverstein
+	Fluctuations for linear spectral statistics of large random covariance matrices	2014	Jamal Najım Jianfeng Yao
+	Limit Theorems for the Eigenvalues of Empirical Covariance Matrices	1995	Vyacheslav L. Girko
+	Extreme eigenvalues of sample covariance and correlation matrices	2017	Johannes Heiny
+ PDF Chat	The rate of convergence of spectra of sample covariance matrices	2009	Фридрих Гетце Friedrich Götze Александр Николаевич Тихомиров Александр Николаевич Тихомиров
+	Large sample covariance matrices and their application to high-dimensional statistics	2018	JJ Yao
+	The limiting spectral distribution function of large dimensional random matrices of sample covariance type	1998	Sang Il Choi
+ PDF Chat	Limiting Spectral Distribution of High-dimensional Hayashi-Yoshida Estimator of Integrated Covariance Matrix	2024	Rituparna Sen Arnab Chakrabarti
+ PDF Chat	The Limiting Spectral Distribution of Large-Dimensional General Information-Plus-Noise-Type Matrices	2022	Huanchao Zhou Zhidong Bai Jiang Hu
+	Spectral distribution of the sample covariance of high-dimensional time series with unit roots	2020	Alexei Onatski Chen Wang
+	Asymptotic theory for maximum deviations of sample covariance matrix estimates	2013	Xiao Han Wei Biao Wu
+	Weak Convergence of the Empirical Spectral Distribution of High-Dimensional Band Sample Covariance Matrices	2017	Kamil Jurczak

Works That Cite This (0)

Action	Title	Year	Authors

Works Cited by This (6)

Action	Title	Year	Authors
+	None	2000	A. Khorunzhy G. J. Rodgers
+	Spectral theory of random matrices	1985	Vyacheslav L. Girko
+	Theory of essentially multivariate statistical analysis	1999	V. Serdobolskii
+	DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES	1967	V A Marčenko L. А. Pastur
+	Multivariate Statistical Analysis	2000	V. Serdobolskii
+	Statistical Analysis of Observations of Increasing Dimension	1995	Vyacheslav L. Girko