Edge universality of correlation matrices

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Edge universality of correlation matrices

11 December 2011

Natesh S. Pillai

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Papers citing "Edge universality of correlation matrices"

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Title
Sampling without replacement from a high-dimensional finite population Jiang Hu Shao-An Wang Yangchun Zhang Wang Zhou 117 3 0 27 Jan 2023
Extreme eigenvalues of Log-concave Ensemble Z. Bao Xiao‐Chuan Xu 77 1 0 22 Dec 2022
On eigenvalues of a high-dimensional Kendall's rank correlation matrix with dependence Zeng Li Cheng-Long Wang Qinwen Wang 71 5 0 28 Sep 2021
Limiting distributions for eigenvalues of sample correlation matrices from heavy-tailed populations Johannes Heiny Jianfeng Yao 66 15 0 08 Mar 2020
Stochastic Approximation EM for Exploratory Item Factor Analysis E. Geis 34 1 0 29 Dec 2019
Central Limit Theorem for Linear Spectral Statistics of Large Dimensional Kendall's Rank Correlation Matrices and its Applications Zeng Li Qinwen Wang Runze Li 76 13 0 13 Dec 2019
Quantitative Universality for the Largest Eigenvalue of Sample Covariance Matrices Haoyu Wang 132 8 0 11 Dec 2019
Asymptotics of eigenstructure of sample correlation matrices for high-dimensional spiked models D. Morales-Jiménez Iain M. Johnstone M. Mckay Jeha Yang 88 30 0 24 Oct 2018
Tracy-Widom limit for Kendall's tau Z. Bao 89 14 0 04 Dec 2017
Local Correlation and Gap Statistics under Dyson Brownian Motion for Covariance Matrices Kevin Yang 21 3 0 29 Apr 2017
Bulk Eigenvalue Correlation Statistics of Random Biregular Bipartite Graphs Kevin Yang 15 5 0 28 Apr 2017
Local Marchenko-Pastur Law for Random Bipartite Graphs Kevin Yang 22 5 0 27 Apr 2017
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
Minimizing Regret in Dynamic Decision Problems Joseph Y. Halpern Samantha Leung 62 6 0 31 Jan 2015
Distribution-Free Tests of Independence in High Dimensions Fang Han Shizhe Chen Han Liu 91 16 0 15 Oct 2014
Spectral statistics of large dimensional Spearman's rank correlation matrix and its application Z. Bao Liang-Ching Lin G. Pan Wang Zhou 111 27 0 18 Dec 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
Universality of covariance matrices Natesh S. Pillai J. Yin 180 167 0 11 Oct 2011