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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
Download Full-text
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References
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
◽
K 41
Download Full-text
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
Download Full-text
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
Download Full-text
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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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
◽
Cited By ~ 1
Author(s):
Djalil Chafaï
◽
Konstantin Tikhomirov
Keyword(s):
Covariance Matrices
◽
Empirical Covariance
Download Full-text
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
Download Full-text
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
Download Full-text
Strong Law for the eigenvalues of empirical covariance matrices
Multidimensional Statistical Analysis and Theory of Random Matrices
◽
10.1515/9783110916690-008
◽
1996
◽
pp. 61-92
Author(s):
V. L. Girko
Keyword(s):
Covariance Matrices
◽
Strong Law
◽
Empirical Covariance
Download Full-text
Canonical spectral equation for empirical covariance matrices
Ukrainian Mathematical Journal
◽
10.1007/bf01057509
◽
1995
◽
Vol 47
(9)
◽
pp. 1341-1355
Author(s):
V. L. Girko
Keyword(s):
Covariance Matrices
◽
Spectral Equation
◽
Empirical Covariance
Download Full-text
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