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Girko, V. L.
Extended proof of the statement: “Convergence rate of expected spectral functions of the sample covariance matrix \(\hat{R}_{m_n}(n)\) is equal to \(O(n^{-1/2})\) under the condition \(m_nn^{-1}\leq c\leq 1\)” and the method of critical steepest descent. (English) Zbl 1008.62056
Random Oper. Stoch. Equ. 10, No. 4, 351-405 (2002).
Reviewer: M.P.Moklyachuk (Kyïv)
MSC:  62H10 62E20 60F05
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\textit{V. L. Girko}, Random Oper. Stoch. Equ. 10, No. 4, 351--405 (2002; Zbl 1008.62056)
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Girko, V. L.; Gupta, A. K.
Multivariate elliptically contoured linear models and some aspects of the theory of random matrices. (English) Zbl 0872.62061
Gupta, A. K. (ed.) et al., Multidimensional statistical analysis and theory of random matrices. Proceedings of the 6th Lukacs symposium, Bowling Green, OH, USA, March 29–30, 1996. Utrecht: VSP. 327-386 (1996).
MSC:  62H05 15B52 62J99 62J05
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\textit{V. L. Girko} and \textit{A. K. Gupta}, in: Multidimensional statistical analysis and theory of random matrices. Proceedings of the 6th Eugene Lukacs symposium, Bowling Green, OH, USA, March 29--30, 1996. Utrecht: VSP. 327--386 (1996; Zbl 0872.62061)
Girko, V. L.
Strong law for the eigenvalues of empirical covariance matrices. (English) Zbl 0879.60025
Gupta, A. K. (ed.) et al., Multidimensional statistical analysis and theory of random matrices. Proceedings of the 6th Eugene Lukacs symposium, Bowling Green, OH, USA, March 29–30, 1996. Utrecht: VSP. 61-92 (1996).
MSC:  60F15 15B52
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\textit{V. L. Girko}, in: Multidimensional statistical analysis and theory of random matrices. Proceedings of the 6th Eugene Lukacs symposium, Bowling Green, OH, USA, March 29--30, 1996. Utrecht: VSP. 61--92 (1996; Zbl 0879.60025)
Girko, V. L.; Gupta, A. K.
Canonical equation for the resolvent of empirical covariance matrices pencil. (English) Zbl 0878.60017
Gupta, A. K. (ed.) et al., Multidimensional statistical analysis and theory of random matrices. Proceedings of the 6th Eugene Lukacs symposium, Bowling Green, OH, USA, March 29–30, 1996. Utrecht: VSP. 41-60 (1996).
Reviewer: Lin Zhengyan (Ottawa)
MSC:  60E99
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\textit{V. L. Girko} and \textit{A. K. Gupta}, in: Multidimensional statistical analysis and theory of random matrices. Proceedings of the 6th Eugene Lukacs symposium, Bowling Green, OH, USA, March 29--30, 1996. Utrecht: VSP. 41--60 (1996; Zbl 0878.60017)
Gupta, A. K. (ed.); Girko, V. L. (ed.)
Multidimensional statistical analysis and theory of random matrices. Proceedings of the 6th Eugene Lukacs symposium, Bowling Green, OH, USA, March 29–30, 1996. (English) Zbl 0866.00051
Utrecht: VSP. xii, 386 p. (1996).
MSC:  00B25 60-06 15B52
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\textit{A. K. Gupta} (ed.) and \textit{V. L. Girko} (ed.), Multidimensional statistical analysis and theory of random matrices. Proceedings of the 6th Eugene Lukacs symposium, Bowling Green, OH, USA, March 29--30, 1996. Utrecht: VSP (1996; Zbl 0866.00051)
Girko, V. L.
Statistical analysis of observations of increasing dimension. Transl. from the Russian. (English) Zbl 0867.62047
Theory and Decision Library. Series B: Mathematical and Statistical Methods. 28. Dordrecht: Kluwer Academic Publishers. xxi, 286 p. Dfl. 185.00; £78.00; $ 120.00 (1995).
Reviewer: B.L.S.Prakasa Rao (New Delhi)
MSC:  62H12 62-02 60F05 15B52 47N30
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\textit{V. L. Girko}, Statistical analysis of observations of increasing dimension. Transl. from the Russian. Dordrecht: Kluwer Academic Publishers (1995; Zbl 0867.62047)
Girko, V. L.
Canonical spectral equation for the eigenvalues of empirical covariance matrices. (English) Zbl 0843.60028
Grigelionis, B. (ed.) et al., Probability theory and mathematical statistics. Proceedings of the sixth Vilnius conference, Vilnius, Lithuania, June 28 - July 3, 1993. Utrecht: VSP. 313-336 (1994).
MSC:  60F05 60H99 60B15 15B52
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\textit{V. L. Girko}, in: Probability theory and mathematical statistics. Proceedings of the sixth Vilnius conference, Vilnius, Lithuania, June 28 - July 3, 1993. Utrecht: VSP; Vilnius: TEV. 313--336 (1994; Zbl 0843.60028)
Girko, V. L.; Pavlenko, T. V.
An asymptotically normal \(G\)-estimate for the Anderson-Fisher discriminant function. (English. Russian original) Zbl 0875.62267
J. Math. Sci., New York 70, No. 1, 1593-1595 (1994); translation from Vychisl. Prikl. Mat. 70, 128-132 (1990).
MSC:  62H30 62G20
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\textit{V. L. Girko} and \textit{T. V. Pavlenko}, J. Math. Sci., New York 70, No. 1, 1593--1595 (1994; Zbl 0875.62267); translation from Vychisl. Prikl. Mat. 70, 128--132 (1990)
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Girko, V. L.; Slyusarenko, V. I.
\(G_ 8\)-estimates for solutions of systems of linear equations whose coefficients have unlike variances. (English. Ukrainian original) Zbl 0863.60033
Theory Probab. Math. Stat. 49, 59-68 (1994); translation from Teor. Jmovirn. Mat. Stat. 49, 83-97 (1993).
MSC:  60F17 62H12
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\textit{V. L. Girko} and \textit{V. I. Slyusarenko}, Theory Probab. Math. Stat. 49, 1 (1993; Zbl 0863.60033); translation from Teor. Jmovirn. Mat. Stat. 49, 83--97 (1993)
Girko, V. L.; Chaika, O. G.
The moments of spectral distribution functions for the distances between adjacent eigenvalues of random matrices. (English. Russian original) Zbl 0838.60043
J. Math. Sci., New York 68, No. 6, 805-809 (1994); translation from Vychisl. Prikl. Mat., Kiev 71, 97-102 (1990).
MSC:  60G99 15B52
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\textit{V. L. Girko} and \textit{O. G. Chaika}, J. Math. Sci., New York 68, No. 6, 1 (1990; Zbl 0838.60043); translation from Vychisl. Prikl. Mat., Kiev 71, 97--102 (1990)
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