Wang, Dong Q.; Ahmed, S. E. Point estimation for multi-spectral distributed random matrices. (English) Zbl 1171.15025 Linear Algebra Appl. 430, No. 10, 2581-2591 (2009). Reviewer: Vadim I. Serdobol’skij (Moskva) MSC: 15B52 94A08 62J10 PDFBibTeX XMLCite \textit{D. Q. Wang} and \textit{S. E. Ahmed}, Linear Algebra Appl. 430, No. 10, 2581--2591 (2009; Zbl 1171.15025) Full Text: DOI
Costello, Kevin P.; Tao, Terence; Vu, Van Random symmetric matrices are almost surely nonsingular. (English) Zbl 1110.15020 Duke Math. J. 135, No. 2, 395-413 (2006). Reviewer: Vadim I. Serdobol’skij (Moskva) MSC: 15B52 05D40 60E15 PDFBibTeX XMLCite \textit{K. P. Costello} et al., Duke Math. J. 135, No. 2, 395--413 (2006; Zbl 1110.15020) Full Text: DOI arXiv
Rudelson, Mark Lower estimates for the singular values of random matrices. (English) Zbl 1095.15021 C. R., Math., Acad. Sci. Paris 342, No. 4, 247-252 (2006). Reviewer: Vadim I. Serdobol’skij (Moskva) MSC: 15B52 15A18 15A42 60B15 PDFBibTeX XMLCite \textit{M. Rudelson}, C. R., Math., Acad. Sci. Paris 342, No. 4, 247--252 (2006; Zbl 1095.15021) Full Text: DOI
Baik, Jinho; Ben Arous, Gérard; Péché, Sandrine Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices. (English) Zbl 1086.15022 Ann. Probab. 33, No. 5, 1643-1697 (2005). Reviewer: Vadim I. Serdobol’skij (Moskva) MSC: 15B52 60B12 62E20 15A18 60E05 82B26 60K35 60K25 PDFBibTeX XMLCite \textit{J. Baik} et al., Ann. Probab. 33, No. 5, 1643--1697 (2005; Zbl 1086.15022) Full Text: DOI arXiv
Mosler, Karl Multivariate dispersion, central regions and depth. The lift zonoid approach. (English) Zbl 1027.62033 Lecture Notes in Statistics. 165. New York, NY: Springer. 291 p. EUR 74.95 (net); sFr 124.50; £52.50; $ 69.95 (2002). Reviewer: Vadim I.Serdobol’skij (Moskva) MSC: 62H05 62-02 60E15 60A99 62E10 PDFBibTeX XMLCite \textit{K. Mosler}, Multivariate dispersion, central regions and depth. The lift zonoid approach. New York, NY: Springer (2002; Zbl 1027.62033)
Ghazal, Ghazal A.; Neudecker, Heinz On second-order and fourth-order moments of jointly distributed random matrices: A survey. (English) Zbl 1033.15016 Linear Algebra Appl. 321, No. 1-3, 61-93 (2000). Reviewer: Vadim I. Serdobol’skij (Moskva) MSC: 15B52 15A63 PDFBibTeX XMLCite \textit{G. A. Ghazal} and \textit{H. Neudecker}, Linear Algebra Appl. 321, No. 1--3, 61--93 (2000; Zbl 1033.15016) Full Text: DOI
Goldberg, G.; Okunev, P.; Neumann, M.; Schneider, H. Distribution of subdominant eigenvalues of random matrices. (English) Zbl 0971.15014 Methodol. Comput. Appl. Probab. 2, No. 2, 137-151 (2000). Reviewer: Vadim I.Serdobol’skij (Moskva) MSC: 15B52 15A18 PDFBibTeX XMLCite \textit{G. Goldberg} et al., Methodol. Comput. Appl. Probab. 2, No. 2, 137--151 (2000; Zbl 0971.15014) Full Text: DOI
Khorunzhy, A.; Rodgers, G. J. Asymptotic distribution of eigenvalues of weakly dilute Wishart matrices. (English) Zbl 0966.15013 Math. Phys. Anal. Geom. 3, No. 1, 1-31 (2000). Reviewer: Vadim I.Serdobol’skij (Moskva) MSC: 15B52 60B12 15A18 82B44 PDFBibTeX XMLCite \textit{A. Khorunzhy} and \textit{G. J. Rodgers}, Math. Phys. Anal. Geom. 3, No. 1, 1--31 (2000; Zbl 0966.15013) Full Text: DOI
Guionnet, A.; Zeitouni, O. Concentration of the spectral measure for large matrices. (English) Zbl 0969.15010 Electron. Commun. Probab. 5, 119-136 (2000). Reviewer: Vadim I.Serdobol’skij (Moskva) MSC: 15B52 15A18 60F10 PDFBibTeX XMLCite \textit{A. Guionnet} and \textit{O. Zeitouni}, Electron. Commun. Probab. 5, 119--136 (2000; Zbl 0969.15010) Full Text: DOI EuDML EMIS
Boutet de Monvel, Anne; Khorunzhy, Alexei On the norm and eigenvalue distribution of large random matrices. (English) Zbl 0941.15021 Ann. Probab. 27, No. 2, 913-944 (1999). Reviewer: Vadim I.Serdobol’skij (Moskva) MSC: 15B52 15A18 60B10 PDFBibTeX XMLCite \textit{A. Boutet de Monvel} and \textit{A. Khorunzhy}, Ann. Probab. 27, No. 2, 913--944 (1999; Zbl 0941.15021) Full Text: DOI
Khorunzhy, A.; Rodgers, G. J. Eigenvalue distribution of large dilute random matrices. (English) Zbl 0884.15017 J. Math. Phys. 38, No. 6, 3300-3320 (1997). Reviewer: V.I.Serdobol’skij (Moskva) MSC: 15B52 15A18 60F17 PDFBibTeX XMLCite \textit{A. Khorunzhy} and \textit{G. J. Rodgers}, J. Math. Phys. 38, No. 6, 3300--3320 (1997; Zbl 0884.15017) Full Text: DOI Link
Yu, S.; Latham, G. A.; Anderssen, R. S. Matrix analysis of a two-stage-splitting iteration for maximum penalized likelihood estimation. (English) Zbl 0880.65129 SIAM J. Matrix Anal. Appl. 18, No. 2, 348-359 (1997). Reviewer: V.I.Serdobol’skij (Moskva) MSC: 65C99 65F10 62A01 62F30 PDFBibTeX XMLCite \textit{S. Yu} et al., SIAM J. Matrix Anal. Appl. 18, No. 2, 348--359 (1997; Zbl 0880.65129) Full Text: DOI
Serna, Arturo Implementation of hierarchical clustering methods. (English) Zbl 0866.65100 J. Comput. Phys. 129, No. 1, 30-40 (1996). Reviewer: V.I.Serdobol’skij (Moskva) MSC: 65C99 85A15 62H30 85A35 PDFBibTeX XMLCite \textit{A. Serna}, J. Comput. Phys. 129, No. 1, 30--40 (1996; Zbl 0866.65100) Full Text: DOI
Boutet de Monvel, A.; Khorunzhy, A.; Vasilchuk, V. Limiting eigenvalue distribution of random matrices with correlated entries. (English) Zbl 0884.15018 Markov Process. Relat. Fields 2, No. 4, 607-636 (1996). Reviewer: V.I.Serdobol’skij (Moskva) MSC: 15B52 44A15 60F15 82B44 PDFBibTeX XMLCite \textit{A. Boutet de Monvel} et al., Markov Process. Relat. Fields 2, No. 4, 607--636 (1996; Zbl 0884.15018)