Communities
Connect sessions
AI calendar
Organizations
Join Slack
Contact Sales
Search
Open menu
Home
Papers
1311.5000
Cited By
v1
v2 (latest)
Convergence rates of eigenvector empirical spectral distribution of large dimensional sample covariance matrix
20 November 2013
Ningning Xia
Yingli Qin
Z. Bai
Re-assign community
ArXiv (abs)
PDF
HTML
Papers citing
"Convergence rates of eigenvector empirical spectral distribution of large dimensional sample covariance matrix"
6 / 6 papers shown
A spectral clustering-type algorithm for the consistent estimation of the Hurst distribution in moderately high dimensions
P. Abry
G. Didier
Oliver Orejola
H. Wendt
341
0
0
30 Jan 2025
Distributional stability of sparse inverse covariance matrix estimators
Renjie Chen
Huifu Xu
Henryk Zähle
196
0
0
06 Jul 2024
On confidence intervals for precision matrices and the eigendecomposition of covariance matrices
Teodora Popordanoska
A. Tiulpin
Wacha Bounliphone
Matthew B. Blaschko
269
0
0
25 Aug 2022
Linear spectral statistics of eigenvectors of anisotropic sample covariance matrices
Annales De L Institut Henri Poincare-probabilites Et Statistiques (Ann. IHP Probab. Stat.), 2020
Fan Yang
400
10
0
03 May 2020
Convergence rate of eigenvector empirical spectral distribution of large Wigner matrices
Ningning Xia
Z. Bai
60
6
0
21 Nov 2016
A U-statistic Approach to Hypothesis Testing for Structure Discovery in Undirected Graphical Models
Wacha Bounliphone
Matthew Blaschko
136
0
0
06 Apr 2016
1
Page 1 of 1