Functional CLT of eigenvectors for large sample covariance matrices

Statistical Papers ◽

10.1007/s00362-013-0565-3 ◽

2013 ◽

Vol 56 (1) ◽

pp. 23-60 ◽

Author(s):

Ningning Xia ◽

Zhidong Bai

Keyword(s):

Covariance Matrices ◽

Large Sample ◽

Sample Covariance Matrices ◽

Functional Clt ◽

Sample Covariance

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Large Sample Covariance Matrices and High-Dimensional Data Analysis

10.1017/cbo9781107588080 ◽

2015 ◽

Author(s):

Jianfeng Yao ◽

Shurong Zheng ◽

Zhidong Bai

Keyword(s):

Data Analysis ◽

High Dimensional Data ◽

Covariance Matrices ◽

High Dimensional ◽

Large Sample ◽

Sample Covariance Matrices ◽

Sample Covariance ◽

High Dimensional Data Analysis

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Limiting Spectral Distribution of Large Sample Covariance Matrices Associated with a Class of Stationary Processes

Journal of Theoretical Probability ◽

10.1007/s10959-013-0508-x ◽

2013 ◽

Vol 28 (2) ◽

pp. 745-783 ◽

Author(s):

Marwa Banna ◽

Florence Merlevède

Keyword(s):

Spectral Distribution ◽

Covariance Matrices ◽

Stationary Processes ◽

Large Sample ◽

Limiting Spectral Distribution ◽

Sample Covariance Matrices ◽

Sample Covariance

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Eigenvalues of large sample covariance matrices of spiked population models

Journal of Multivariate Analysis ◽

10.1016/j.jmva.2005.08.003 ◽

2006 ◽

Vol 97 (6) ◽

pp. 1382-1408 ◽

Author(s):

Jinho Baik ◽

Jack W. Silverstein

Keyword(s):

Population Models ◽

Covariance Matrices ◽

Large Sample ◽

Sample Covariance Matrices ◽

Sample Covariance

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Robust estimation for image noise based on eigenvalue distributions of large sample covariance matrices

Journal of Visual Communication and Image Representation ◽

10.1016/j.jvcir.2019.102604 ◽

2019 ◽

Vol 63 ◽

pp. 102604 ◽

Author(s):

Rui Chen ◽

Fei Zhao ◽

Changshui Yang ◽

Yuan Li ◽

Tiejun Huang

Keyword(s):

Robust Estimation ◽

Covariance Matrices ◽

Image Noise ◽

Large Sample ◽

Sample Covariance Matrices ◽

Sample Covariance

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Convergence Rates of Spectral Distributions of Large Sample Covariance Matrices

SIAM Journal on Matrix Analysis and Applications ◽

10.1137/s0895479801385116 ◽

2003 ◽

Vol 25 (1) ◽

pp. 105-127 ◽

Author(s):

Z. D. Bai ◽

Baiqi Miao ◽

Jian-feng Yao

Keyword(s):

Convergence Rates ◽

Covariance Matrices ◽

Large Sample ◽

Sample Covariance Matrices ◽

Sample Covariance ◽

Spectral Distributions

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Functional CLT for sample covariance matrices

Bernoulli ◽

10.3150/10-bej250 ◽

2010 ◽

Vol 16 (4) ◽

pp. 1086-1113 ◽

Author(s):

Zhidong Bai ◽

Xiaoying Wang ◽

Wang Zhou

Keyword(s):

Covariance Matrices ◽

Sample Covariance Matrices ◽

Functional Clt ◽

Sample Covariance

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EXPERIMENTAL INVESTIGATION OF SPECTRAL FUNCTIONS OF LARGE SAMPLE COVARIANCE MATRICES

Multiparametric Statistics ◽

10.1016/b978-044453049-3.50010-2 ◽

2008 ◽

pp. 285-301

Keyword(s):

Experimental Investigation ◽

Covariance Matrices ◽

Spectral Functions ◽

Large Sample ◽

Sample Covariance Matrices ◽

Sample Covariance

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Resolvents and Spectral Functions of Large Sample Covariance Matrices

Multivariate Statistical Analysis ◽

10.1007/978-94-015-9468-4_3 ◽

2000 ◽

pp. 40-60

Author(s):

V. Serdobolskii

Keyword(s):

Covariance Matrices ◽

Spectral Functions ◽

Large Sample ◽

Sample Covariance Matrices ◽

Sample Covariance

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Unbounded largest eigenvalue of large sample covariance matrices: Asymptotics, fluctuations and applications

Linear Algebra and its Applications ◽

10.1016/j.laa.2019.05.001 ◽

2019 ◽

Vol 577 ◽

pp. 317-359

Author(s):

Florence Merlevède ◽

Jamal Najim ◽

Peng Tian

Keyword(s):

Covariance Matrices ◽

Largest Eigenvalue ◽

Large Sample ◽

Sample Covariance Matrices ◽

Sample Covariance

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The limiting spectral distribution for large sample covariance matrices with unboundedm-dependent entries

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2014.963621 ◽

2016 ◽

Vol 45 (22) ◽

pp. 6651-6662 ◽

Author(s):

Meng Wei ◽

Guangyu Yang ◽

Lingling Yang

Keyword(s):

Spectral Distribution ◽

Covariance Matrices ◽

Large Sample ◽

Limiting Spectral Distribution ◽

Sample Covariance Matrices ◽

Sample Covariance ◽

Dependent Entries

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