Extreme eigenvalues of large-dimensional spiked Fisher matrices with application

20 April 2015

Papers citing "Extreme eigenvalues of large-dimensional spiked Fisher matrices with application"

5 / 5 papers shown

Title
A CLT for the LSS of large dimensional sample covariance matrices with diverging spikes Zhijun Liu Jiang Hu Z. Bai Haiyan Song 50 7 0 12 Dec 2022
Generalized Four Moment Theorem with an application to the CLT for the spiked eigenvalues of high-dimensional general Fisher-matrices Dandan Jiang Zhiqiang Hou Z. Bai 48 1 0 11 Apr 2019
Random matrix-improved estimation of covariance matrix distances Romain Couillet Malik Tiomoko S. Zozor E. Moisan 31 10 0 10 Oct 2018
Canonical correlation coefficients of high-dimensional Gaussian vectors: finite rank case Z. Bao Jiang Hu G. Pan Wang Zhou 55 42 0 08 Apr 2017
The Tracy-Widom law for the Largest Eigenvalue of F Type Matrix X. Han G. Pan B. Zhang 28 15 0 30 May 2015