v1v2 (latest)

Universality results for largest eigenvalues of some sample covariance matrix ensembles

11 May 2007

Papers citing "Universality results for largest eigenvalues of some sample covariance matrix ensembles"

36 / 36 papers shown

Title
A recursion formula for mixed trace moments of isotropic Wishart matrices and the Gaussian unitary/orthogonal ensembles Ben Deitmar 34 0 0 07 Nov 2023
A new combinatorial approach for edge universality of Wigner matrices Debapratim Banerjee 23 0 0 02 Jan 2022
Coherence of high-dimensional random matrices in a Gaussian case : application of the Chen-Stein method M. Boucher D. Chauveau M. Zani 47 0 0 13 Oct 2021
Convergence rate to the Tracy--Widom laws for the largest eigenvalue of sample covariance matrices Kevin Schnelli Yuanyuan Xu 122 9 0 05 Aug 2021
Quantitative Universality for the Largest Eigenvalue of Sample Covariance Matrices Haoyu Wang 132 7 0 11 Dec 2019
Goodness-of-fit Test for Latent Block Models C. Watanabe Taiji Suzuki 126 5 0 10 Jun 2019
Asymptotic Analysis for Extreme Eigenvalues of Principal Minors of Random Matrices T. Tony Cai Tiefeng Jiang Xiaoou Li 67 8 0 21 May 2019
Eigenvalue distribution of nonlinear models of random matrices L. Benigni Sandrine Péché 95 27 0 05 Apr 2019
Asymptotically Independent U-Statistics in High-Dimensional Testing Yinqiu He Gongjun Xu Chong Wu Wei Pan 133 47 0 02 Sep 2018
Limits on Sparse Data Acquisition: RIC Analysis of Finite Gaussian Matrices Ahmed Elzanaty A. Giorgetti M. Chiani 61 17 0 09 Feb 2018
Tracy-Widom at each edge of real covariance and MANOVA estimators Z. Fan Iain M. Johnstone 59 10 0 07 Jul 2017
Cleaning large correlation matrices: tools from random matrix theory J. Bun J. Bouchaud M. Potters 93 269 0 25 Oct 2016
Eigenvalues and eigenvectors of heavy-tailed sample covariance matrices with general growth rates: the iid case Johannes Heiny T. Mikosch 71 24 0 24 Aug 2016
On Gaussian Comparison Inequality and Its Application to Spectral Analysis of Large Random Matrices Fang Han Sheng Xu Wen-Xin Zhou 113 18 0 07 Jul 2016
On the probability that all eigenvalues of Gaussian, Wishart, and double Wishart random matrices lie within an interval M. Chiani 48 29 0 14 Feb 2015
Distribution-Free Tests of Independence in High Dimensions Fang Han Shizhe Chen Han Liu 87 16 0 15 Oct 2014
Large complex correlated Wishart matrices: Fluctuations and asymptotic independence at the edges W. Hachem A. Hardy J. Najim 184 33 0 26 Sep 2014
Tracy-Widom Distribution for the Largest Eigenvalue of Real Sample Covariance Matrices with General Population J. Lee Kevin Schnelli 86 96 0 17 Sep 2014
Non-negative Principal Component Analysis: Message Passing Algorithms and Sharp Asymptotics Andrea Montanari E. Richard 121 106 0 18 Jun 2014
On the principal components of sample covariance matrices Alex Bloemendal Antti Knowles H. Yau J. Yin 192 155 0 03 Apr 2014
OptShrink: An algorithm for improved low-rank signal matrix denoising by optimal, data-driven singular value shrinkage R. Nadakuditi 245 165 0 25 Jun 2013
Universality for the largest eigenvalue of sample covariance matrices with general population Z. Bao G. Pan Wang Zhou 191 101 0 21 Apr 2013
Signal Detection in High Dimension: The Multispiked Case A. Onatski Marcelo J. Moreira Marc Hallin 128 74 0 20 Oct 2012
Distribution of the largest eigenvalue for real Wishart and Gaussian random matrices and a simple approximation for the Tracy-Widom distribution M. Chiani 104 101 0 15 Sep 2012
Factor modeling for high-dimensional time series: Inference for the number of factors Clifford Lam Q. Yao 204 487 0 04 Jun 2012
Edge universality of correlation matrices Natesh S. Pillai J. Yin 114 49 0 11 Dec 2011
Tracy-Widom law for the extreme eigenvalues of sample correlation matrices Z. Bao G. Pan Wang Zhou 101 53 0 24 Oct 2011
Universality of covariance matrices Natesh S. Pillai J. Yin 178 167 0 11 Oct 2011
Fast approach to the Tracy-Widom law at the edge of GOE and GUE Iain M. Johnstone Zongming Ma 134 43 0 01 Oct 2011
Limits of spiked random matrices II Alex Bloemendal Bálint Virág 122 91 0 16 Sep 2011
Simultaneous Inference of Covariances Han Xiao Wei Biao Wu 72 4 0 02 Sep 2011
Limit Theory for the largest eigenvalues of sample covariance matrices with heavy-tails Richard A. Davis Oliver Pfaffel R. Stelzer 123 37 0 27 Aug 2011
Limiting Laws of Coherence of Random Matrices with Applications to Testing Covariance Structure and Construction of Compressed Sensing Matrices Tony Cai Tiefeng Jiang 116 200 0 14 Feb 2011
Limits of spiked random matrices I Alex Bloemendal Bálint Virág 138 135 0 08 Nov 2010
Eigenvectors of some large sample covariance matrix ensembles Olivier Ledoit S. Péché 142 233 0 16 Nov 2009
Cross-Validation for Unsupervised Learning Patrick O. Perry SSL 116 54 0 16 Sep 2009