Universality of covariance matrices

11 October 2011

Natesh S. Pillai

Papers citing "Universality of covariance matrices"

4 / 54 papers shown

Title
OptShrink: An algorithm for improved low-rank signal matrix denoising by optimal, data-driven singular value shrinkage R. Nadakuditi 248 166 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
Edge universality of correlation matrices Natesh S. Pillai J. Yin 128 49 0 11 Dec 2011
Tracy-Widom law for the extreme eigenvalues of sample correlation matrices Z. Bao G. Pan Wang Zhou 109 53 0 24 Oct 2011