Limit Theory for the largest eigenvalues of sample covariance matrices with heavy-tails

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Works Cited by This (21)

Action	Title	Year	Authors
+ PDF Chat	On the distribution of the largest eigenvalue in principal components analysis	2001	Iain M. Johnstone
+	None	2002	Alexander Soshnikov
+ PDF Chat	Distributions of Matrix Variates and Latent Roots Derived from Normal Samples	1964	A. T. James
+ PDF Chat	Universality results for the largest eigenvalues of some sample covariance matrix ensembles	2008	Sandrine Péché
+ PDF Chat	Limit Theory for Moving Averages of Random Variables with Regularly Varying Tail Probabilities	1985	Richard A. Davis Sidney I. Resnick
+ PDF Chat	The Strong Limits of Random Matrix Spectra for Sample Matrices of Independent Elements	1978	Kenneth W. Wachter
+ PDF Chat	Poisson convergence for the largest eigenvalues of heavy tailed random matrices	2009	Antonio Auffinger Gérard Ben Arous Sandrine Péché
+ PDF Chat	On the top eigenvalue of heavy-tailed random matrices	2007	Giulio Biroli J. P. Bouchaud Marc Potters
+	Strong convergence of the empirical distribution of eigenvalues of sample covariance matrices with a perturbation matrix	2010	Guangming Pan
+	Statistical Theory of the Energy Levels of Complex Systems. I	1962	Freeman J. Dyson