On the eigenvectors of large-dimensional sample spatial sign covariance matrices

Yangchang Xu, Ningning Xia

Type: Article

Publication Date: 2022-10-25

Citations: 0

DOI: https://doi.org/10.1016/j.jmva.2022.105119

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Journal of Multivariate Analysis - View

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Works Cited by This (19)

Action	Title	Year	Authors
+ PDF Chat	Exact Separation of Eigenvalues of Large Dimensional Sample Covariance Matrices	1999	Zhidong Bai Jack W. Silverstein
+ 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
+ PDF Chat	CLT for linear spectral statistics of large-dimensional sample covariance matrices	2004	Zhidong Bai Jack W. Silverstein
+	Strong Convergence of the Empirical Distribution of Eigenvalues of Large Dimensional Random Matrices	1995	Jack W. Silverstein
+ PDF Chat	No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices	1998	Zhidong Bai Jack W. Silverstein
+	Sign and rank covariance matrices	2000	S. Visuri Visa Koivunen Hannu Oja
+ PDF Chat	The spatial sign covariance matrix with unknown location	2014	Alexander Dürre Daniel Vogel David E. Tyler
+ PDF Chat	The asymptotic inadmissibility of the spatial sign covariance matrix for elliptically symmetric distributions	2014	Andrew F. Magyar David E. Tyler
+	Spatial sign correlation	2014	Alexander Dürre Daniel Vogel Roland Fried