Copertina

Singular vector distribution of sample covariance matrices

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autore principale:	Ding, Xiucai
Natura:	Preprint
Pubblicazione:	2016
Soggetti:	Probability
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Eigenvector distributions and optimal shrinkage estimators for large covariance and precision matrices
di: Ding, Xiucai, et al.
Pubblicazione: (2024)

On spectrum of sample covariance matrices from large tensor vectors
di: Yuan, Wangjun
Pubblicazione: (2023)

On the edge eigenvalues of sparse random geometric graphs
di: Ding, Xiucai, et al.
Pubblicazione: (2025)

Functional CLT for general sample covariance matrices
di: Cui, Jian, et al.
Pubblicazione: (2026)

Hadamard product of independent random sample covariance matrices with correlation structure
di: Benigni, Lucas, et al.
Pubblicazione: (2026)

Deformed Fréchet law for Wigner and sample covariance matrices with tail in crossover regime
di: Han, Yi
Pubblicazione: (2024)

Eigenvalue distribution of the Hadamard product of sample covariance matrices in a quadratic regime
di: Assaly, Sebastien Abou, et al.
Pubblicazione: (2025)

A note on the fluctuations of the resolvent traces of a tensor model of sample covariance matrices
di: Dembczak-Kołodziejczyk, Alicja
Pubblicazione: (2024)

Anisotropic local law for non-separable sample covariance matrices
di: Fan, Zhou, et al.
Pubblicazione: (2026)

On the rate of convergence in the CLT for LSS of large-dimensional sample covariance matrices
di: Cui, Jian, et al.
Pubblicazione: (2025)

Edgeworth corrections for the spiked eigenvalues of non-Gaussian sample covariance matrices with applications
di: Wei, Yashi, et al.
Pubblicazione: (2025)

Phase transition for conditional covariance matrices estimated by importance sampling, and implications for cross-entropy schemes in high dimension
di: Beh, Jason, et al.
Pubblicazione: (2025)

Nonlinear spiked covariance matrices and signal propagation in deep neural networks
di: Wang, Zhichao, et al.
Pubblicazione: (2024)

Resolvent convergence for sample covariance matrices with general covariance profiles and quadratic-form control
di: Louart, Cosme
Pubblicazione: (2021)

Distribution of singular values in large sample cross-covariance matrices
di: Swain, Arabind, et al.
Pubblicazione: (2025)

Phase transition for the bottom singular vector of rectangular random matrices
di: Bao, Zhigang, et al.
Pubblicazione: (2024)

Computationally tractable nonparametric bootstrap of high-dimensional sample covariance matrices
di: Dette, Holger, et al.
Pubblicazione: (2024)

Eigenvector overlaps of sample covariance matrices with intersecting time periods
di: Riabov, Volodymyr, et al.
Pubblicazione: (2025)

Moment and exponential estimation for the distribution of the norms for random matrices martingales
di: Formica, Maria Rosaria, et al.
Pubblicazione: (2024)

A Lanczos-Based Algorithmic Approach for Spike Detection in Large Sample Covariance Matrices
di: Younes, Charbel Abi, et al.
Pubblicazione: (2025)

Cohen-Lenstra distribution for sparse matrices with determinantal biasing
di: Mészáros, András
Pubblicazione: (2023)

Eigenvector distribution of random matrices under critical finite-rank deformations
di: Bao, Zhigang, et al.
Pubblicazione: (2026)

Singular values of sparse random rectangular matrices: Emergence of outliers at criticality
di: Dumitriu, Ioana, et al.
Pubblicazione: (2025)

Semi-analytical covariance matrices for two-point correlation function for DESI 2024 data
di: Rashkovetskyi, M., et al.
Pubblicazione: (2024)

Liberating dimension and spectral norm: A universal approach to spectral properties of sample covariance matrices
di: Yin, Yanqing
Pubblicazione: (2024)

Limiting spectral distributions of large consistent rank correlation matrices
di: Dong, Zhaorui, et al.
Pubblicazione: (2026)

Singularity degree of structured random matrices
di: Krüger, Torben, et al.
Pubblicazione: (2021)

Eigenvalue distribution of some random matrices
di: Mohamed, Jebalia, et al.
Pubblicazione: (2025)

On the peak height distribution of non-stationary Gaussian random fields: 1D general covariance and scale space
di: Zhao, Yu, et al.
Pubblicazione: (2025)

Random matrices: Universality of local spectral statistics of non-Hermitian matrices
di: Tao, Terence, et al.
Pubblicazione: (2012)

On the upper and lower covariances under multiple probabilities
di: Li, Xinpeng, et al.
Pubblicazione: (2024)

On the empirical spectral distribution of large wavelet random matrices based on mixed-Gaussian fractional measurements in moderately high dimensions
di: Abry, Patrice, et al.
Pubblicazione: (2024)

On random matrices with large corank
di: Hunter, Zach, et al.
Pubblicazione: (2025)

Singularity of biased discrete random matrix
di: Song, Zeyan
Pubblicazione: (2025)

Random $p$-adic matrices with fixed zero entries and the Cohen--Lenstra distribution
di: Kang, Dong Yeap, et al.
Pubblicazione: (2024)

Estimates of stability with respect to the number of summands for distributions of successive sums of independent identically distributed vectors
di: Zaitsev, Andrei Yu.
Pubblicazione: (2023)

Invitation to Hadamard matrices
di: Banica, Teo
Pubblicazione: (2019)

Maximum gap in complex Ginibre matrices
di: Lopatto, Patrick, et al.
Pubblicazione: (2025)

Ergodic Theory for Fractional SDE with Singular Coefficients
di: Mayorcas, Avi, et al.
Pubblicazione: (2025)

Regularity Estimates for Singular Density Dependent SDEs
di: Wang, Feng-Yu, et al.
Pubblicazione: (2026)