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2001.11459
Cited By

Almost sure convergence of the largest and smallest eigenvalues of
high-dimensional sample correlation matrices

Almost sure convergence of the largest and smallest eigenvalues of high-dimensional sample correlation matrices

Stochastic Processes and their Applications (SPA), 2017

30 January 2020

ArXiv (abs)PDF HTML

Papers citing "Almost sure convergence of the largest and smallest eigenvalues of high-dimensional sample correlation matrices"

9 / 9 papers shown

Asymptotic Distributions of Largest Pearson Correlation Coefficients
under Dependent Structures

Asymptotic Distributions of Largest Pearson Correlation Coefficients under Dependent StructuresAnnals of Statistics (Ann. Stat.), 2023

233

3

0

25 Apr 2023

Extreme singular values of inhomogeneous sparse random rectangular
matrices

Extreme singular values of inhomogeneous sparse random rectangular matrices

296

10

0

25 Sep 2022

Limiting spectral distribution for large sample correlation matrices

Limiting spectral distribution for large sample correlation matricesThe Annals of Applied Probability (Ann. Appl. Probab.), 2022

Nina Dórnemann

108

5

0

31 Aug 2022

Large sample correlation matrices: a comparison theorem and its
applications

Large sample correlation matrices: a comparison theorem and its applicationsElectronic Journal of Probability (EJP), 2022

131

10

0

04 Jan 2022

Coherence of high-dimensional random matrices in a Gaussian case :
application of the Chen-Stein method

Coherence of high-dimensional random matrices in a Gaussian case : application of the Chen-Stein method

203

0

0

13 Oct 2021

Logarithmic law of large random correlation matrices

Logarithmic law of large random correlation matrices

366

8

0

25 Mar 2021

Limiting distributions for eigenvalues of sample correlation matrices
from heavy-tailed populations

Limiting distributions for eigenvalues of sample correlation matrices from heavy-tailed populationsAnnals of Statistics (Ann. Stat.), 2020

228

18

0

08 Mar 2020

Large sample autocovariance matrices of linear processes with heavy
tails

Large sample autocovariance matrices of linear processes with heavy tails

192

6

0

14 Jan 2020

A Rigorous Theory of Conditional Mean Embeddings

A Rigorous Theory of Conditional Mean EmbeddingsSIAM Journal on Mathematics of Data Science (SIMODS), 2019

Ingmar Schuster

407

48

0

02 Dec 2019

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