Stochastic Canonical Equation K 41 for Normalized Spectral Functions of Empirical Covariance Matrices

Theory of Stochastic Canonical Equations ◽

10.1007/978-94-010-0989-8_41 ◽

2001 ◽

pp. 622-625

Author(s):

Vyacheslav L. Girko

Keyword(s):

Covariance Matrices ◽

Canonical Equation ◽

Spectral Functions ◽

Empirical Covariance ◽

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Canonical Equation K 11. Limit Theorem for Normalized Spectral Functions of Empirical Covariance Matrices under the Modified Lindeberg Condition

Theory of Stochastic Canonical Equations ◽

10.1007/978-94-010-0989-8_11 ◽

2001 ◽

pp. 141-152

Author(s):

Vyacheslav L. Girko

Keyword(s):

Limit Theorem ◽

Covariance Matrices ◽

Canonical Equation ◽

Spectral Functions ◽

Lindeberg Condition ◽

Empirical Covariance

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Stochastic Canonical Equation K 44 for Normalized Spectral Functions of Empirical Covariance Matrices with Block Structure

Theory of Stochastic Canonical Equations ◽

10.1007/978-94-010-0989-8_44 ◽

2001 ◽

pp. 636-639

Author(s):

Vyacheslav L. Girko

Keyword(s):

Block Structure ◽

Covariance Matrices ◽

Canonical Equation ◽

Spectral Functions ◽

Empirical Covariance

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Canonical equation for the resolvent of empirical covariance matrices pencil

Multidimensional Statistical Analysis and Theory of Random Matrices ◽

10.1515/9783110916690-007 ◽

1996 ◽

pp. 41-60

Author(s):

V. L. Girko ◽

A. K. Gupta

Keyword(s):

Covariance Matrices ◽

Canonical Equation ◽

Empirical Covariance

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On the sharpness of asymptotic expressions for the spectral functions of empirical covariance matrices

Russian Mathematical Surveys ◽

10.1070/rm1994v049n05abeh002443 ◽

1994 ◽

Vol 49 (5) ◽

pp. 187-188

Author(s):

V I Serdobol'skii

Keyword(s):

Covariance Matrices ◽

Spectral Functions ◽

Asymptotic Expressions ◽

Empirical Covariance

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Canonical equation for the resolvent of empirical covariance matrices

Random Operators and Stochastic Equations ◽

10.1515/rose.1996.4.1.61 ◽

1996 ◽

Vol 4 (1) ◽

Author(s):

V. L. GIRKO

Keyword(s):

Covariance Matrices ◽

Canonical Equation ◽

Empirical Covariance

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Canonical Equation K 34 for Normalized Spectral Functions of Empirical Covariance Matrix with Asymptotically Independent Blocks

Theory of Stochastic Canonical Equations ◽

10.1007/978-94-010-0989-8_34 ◽

2001 ◽

pp. 488-495

Author(s):

Vyacheslav L. Girko

Keyword(s):

Covariance Matrix ◽

Canonical Equation ◽

Spectral Functions ◽

Empirical Covariance

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Canonical Equation K 17 for Identically Distributed Independent Vector Observations and the G 2-Estimators of the Real Stieltjes Transforms of the Normalized Spectral Functions of the Covariance Matrices

Theory of Stochastic Canonical Equations ◽

10.1007/978-94-010-0989-8_17 ◽

2001 ◽

pp. 203-206 ◽

Author(s):

Vyacheslav L. Girko

Keyword(s):

Covariance Matrices ◽

Canonical Equation ◽

Independent Vector ◽

Spectral Functions ◽

The Real ◽

Stieltjes Transforms

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On the convergence of the extremal eigenvalues of empirical covariance matrices with dependence

Probability Theory and Related Fields ◽

10.1007/s00440-017-0778-9 ◽

2017 ◽

Vol 170 (3-4) ◽

pp. 847-889 ◽

Author(s):

Djalil Chafaï ◽

Konstantin Tikhomirov

Keyword(s):

Covariance Matrices ◽

Empirical Covariance

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Canonical Equation K 16 for Sample Covariance Matrices

Theory of Stochastic Canonical Equations ◽

10.1007/978-94-010-0989-8_16 ◽

2001 ◽

pp. 185-202

Author(s):

Vyacheslav L. Girko

Keyword(s):

Covariance Matrices ◽

Canonical Equation ◽

Sample Covariance Matrices ◽

Sample Covariance

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Limit Theorems for the Eigenvalues of Empirical Covariance Matrices

Statistical Analysis of Observations of Increasing Dimension ◽

10.1007/978-94-015-8567-5_4 ◽

1995 ◽

pp. 122-170

Author(s):

Vyacheslav L. Girko

Keyword(s):

Limit Theorems ◽

Covariance Matrices ◽

Empirical Covariance

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