Universality for the largest eigenvalue of a class of sample covariance matrices

Zhigang Bao, Guangming Pan, Zhou Wang

Type: Article

Publication Date: 2013-04-21

Citations: 4

Locations

arXiv (Cornell University) - View

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Works Cited by This (31)

Action	Title	Year	Authors
+ PDF Chat	On the distribution of the largest eigenvalue in principal components analysis	2001	Iain M. Johnstone
+ PDF Chat	Spectral Analysis of Large Dimensional Random Matrices	2009	Zhidong Bai Jack W. Silverstein
+	None	2002	Alexander Soshnikov
+	Some limit theorems for the eigenvalues of a sample covariance matrix	1982	Dag Jonsson
+ PDF Chat	Universality results for the largest eigenvalues of some sample covariance matrix ensembles	2008	Sandrine Péché
+ PDF Chat	Rigidity of eigenvalues of generalized Wigner matrices	2011	László Erdős Horng‐Tzer Yau Jun Yin
+	Limiting spectral distribution for a class of random matrices	1986	Yanqing Yin
+ PDF Chat	Random matrices: Universality of local eigenvalue statistics	2011	Terence Tao Van Vu
+	Analysis of the Limiting Spectral Distribution of Large Dimensional Random Matrices	1995	Jack W. Silverstein Sang Il Choi
+ PDF Chat	The largest eigenvalues of sample covariance matrices for a spiked population: Diagonal case	2009	Delphine Féral Sandrine Péché