Liu, Zhijun; Hu, Jiang; Bai, Zhidong; Song, Haiyan A CLT for the LSS of large-dimensional sample covariance matrices with diverging spikes. (English) Zbl 1529.60029 Ann. Stat. 51, No. 5, 2246-2271 (2023). MSC: 60F05 62G30 62H05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Fleermann, Michael; Kirsch, Werner Proof methods in random matrix theory. (English) Zbl 1522.60017 Probab. Surv. 20, 291-381 (2023). Reviewer: Carlos Gabriel Pacheco (Ciudad de México) MSC: 60B20 60-02 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Bourguin, Solesne; Dang, Thanh High-dimensional regimes of non-stationary Gaussian correlated Wishart matrices. (English) Zbl 1526.60030 Random Matrices Theory Appl. 11, No. 1, Article ID 2250006, 43 p. (2022). MSC: 60G15 60G22 60B20 60F05 60H07 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Li, Weiming; Yao, Jianfeng On generalized expectation-based estimation of a population spectral distribution from high-dimensional data. (English) Zbl 1341.62125 Ann. Inst. Stat. Math. 67, No. 2, 359-373 (2015). MSC: 62H12 60B20 60F05 62E17 62P05 × Cite Format Result Cite Review PDF Full Text: DOI Link
Mohammadi, Mohammad; Mohammadpour, Adel; Ogata, Hiroaki On estimating the tail index and the spectral measure of multivariate \(\alpha\)-stable distributions. (English) Zbl 1315.62021 Metrika 78, No. 5, 549-561 (2015). MSC: 62E20 60E07 62H12 62G32 × Cite Format Result Cite Review PDF Full Text: DOI
Gudendorf, Gordon; Segers, Johan Nonparametric estimation of multivariate extreme-value copulas. (English) Zbl 1349.62207 J. Stat. Plann. Inference 142, No. 12, 3073-3085 (2012). MSC: 62H12 62H05 62G32 62G05 62G20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Bose, Arup; Hazra, Rajat Subhra; Saha, Koushik Patterned random matrices and method of moments. (English) Zbl 1228.60012 Bhatia, Rajendra (ed.) et al., Proceedings of the international congress of mathematicians (ICM 2010), Hyderabad, India, August 19–27, 2010. Vol. IV: Invited lectures. Hackensack, NJ: World Scientific; New Delhi: Hindustan Book Agency (ISBN 978-981-4324-34-2/hbk; 978-81-85931-08-3/hbk; 978-981-4324-31-1/set; 978-981-4324-35-9/ebook). 2203-2231 (2011). MSC: 60B20 60F05 62E20 60G57 60B10 × Cite Format Result Cite Review PDF Full Text: Link
Tao, Terence; Vu, Van Random matrices: universality of local eigenvalue statistics. (English) Zbl 1217.15043 Acta Math. 206, No. 1, 127-204 (2011). Reviewer: Grozio Stanilov (Sofia) MSC: 15B52 60B20 60E05 60E15 62L20 15A18 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bobkov, S. G.; Götze, F. Concentration of empirical distribution functions with applications to non-i.i.d. models. (English) Zbl 1207.62106 Bernoulli 16, No. 4, 1385-1414 (2010). MSC: 62G30 62H10 60E15 62E17 60F10 15B52 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Tao, Terence; Vu, Van; Krishnapur, Manjunath Random matrices: universality of ESDs and the circular law. (English) Zbl 1203.15025 Ann. Probab. 38, No. 5, 2023-2065 (2010). Reviewer: Tin Yau Tam (Auburn) MSC: 15B52 60F15 60B20 15A18 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Backlinks: MO
Bose, Arup; Hazra, Rajat Subhra; Saha, Koushik Limiting spectral distribution of circulant type matrices with dependent inputs. (English) Zbl 1188.15033 Electron. J. Probab. 14, 2463-2491 (2009). MSC: 15B52 60F99 62E20 60G57 60E05 × Cite Format Result Cite Review PDF Full Text: DOI EuDML EMIS
Bai, Z. D.; Silverstein, Jack W. CLT for linear spectral statistics of large-dimensional sample covariance matrices. (English) Zbl 1063.60022 Ann. Probab. 32, No. 1A, 553-605 (2004). Reviewer: Tae Il. Jeon (Taejon) MSC: 60F05 15B52 62G30 62H05 × Cite Format Result Cite Review PDF Full Text: DOI
Bose, Arup; Mitra, Joydip Limiting spectral distribution of a special circulant. (English) Zbl 1014.60038 Stat. Probab. Lett. 60, No. 1, 111-120 (2002). MSC: 60F99 60E05 62H05 × Cite Format Result Cite Review PDF Full Text: DOI
Kokoszka, P.; Mikosch, T. The periodogram at the Fourier frequencies. (English) Zbl 1025.62030 Stochastic Processes Appl. 86, No. 1, 49-79 (2000). Reviewer: Ivan Křivý (Ostrava) MSC: 62M15 60E07 60F05 × Cite Format Result Cite Review PDF Full Text: DOI
Bai, Z. D. Circular law. (English) Zbl 0871.62018 Ann. Probab. 25, No. 1, 494-529 (1997). Reviewer: N.G.Gamkrelidze (Moskva) MSC: 62E20 60F15 62H99 62E10 62H05 × Cite Format Result Cite Review PDF Full Text: DOI
Anderson, T. W.; You, Linfeng Adequacy of asymptotic theory for goodness-of-fit criteria for spectral distributions. (English) Zbl 0873.62019 J. Time Ser. Anal. 17, No. 6, 533-552 (1996). MSC: 65C05 62M15 62Q05 × Cite Format Result Cite Review PDF Full Text: DOI
Heathcote, C. R.; Rachev, S. T.; Cheng, B. Testing multivariate symmetry. (English) Zbl 0863.62059 J. Multivariate Anal. 54, No. 1, 91-112 (1995). MSC: 62H15 60F05 62G30 60E07 × Cite Format Result Cite Review PDF Full Text: DOI
Lien, Gordon Franz Time series with trend. (Zeitreihen mit Trend.) (German) Zbl 0833.62085 Braunschweig: Naturwiss. Fak., Univ. Braunschweig, 103 S. (1994). MSC: 62M10 62M15 62G09 × Cite Format Result Cite Review PDF
Robinson, P. M. Efficient tests of nonstationary hypotheses. (English) Zbl 0813.62016 J. Am. Stat. Assoc. 89, No. 428, 1420-1437 (1994). MSC: 62F03 62M10 62Q05 65C05 × Cite Format Result Cite Review PDF Full Text: DOI
Stoffer, David S.; Tyler, David E.; McDougall, Andrew J. Spectral analysis for categorical time series: Scaling and the spectral envelope. (English) Zbl 0797.62081 Biometrika 80, No. 3, 611-622 (1993). Reviewer: R.Mentz (S.M.de Tucuman) MSC: 62M15 92D20 × Cite Format Result Cite Review PDF Full Text: DOI
Anderson, T. W. Goodness of fit tests for spectral distributions. (English) Zbl 0779.62083 Ann. Stat. 21, No. 2, 830-847 (1993). MSC: 62M15 62G10 62M10 62G15 62E20 × Cite Format Result Cite Review PDF Full Text: DOI
Bai, Z. D. Convergence rate of expected spectral distributions of large random matrices. I: Wigner matrices. (English) Zbl 0779.60024 Ann. Probab. 21, No. 2, 625-648 (1993). Reviewer: V.Sakalauskas (Kaunas) MSC: 60F15 62F15 × Cite Format Result Cite Review PDF Full Text: DOI
Girko, V. L. Multivariate statistical analysis. Textbook. (Mnogomernyj statisticheskij analiz. Uchebnoe posobie.) (Russian) Zbl 0699.62052 Kiev: Vyshcha Shkola. 320 p. R. 0.95 (1988). Reviewer: W.-D.Richter MSC: 62H12 62-02 62H05 62A01 60F05 × Cite Format Result Cite Review PDF
Gardner, William A. Statistical spectral analysis. A nonprobabilistic theory. (English) Zbl 0652.62090 Prentice Hall Information and System Sciences Series. Englewood Cliffs, NJ: Prentice Hall. xxvi, 566 p. $ 74.50 (1988). Reviewer: T.Cipra MSC: 62M15 62-02 60G35 93E12 94A99 × Cite Format Result Cite Review PDF
Problems of time series analysis. (English) Zbl 0538.62097 Gesellschaft, Recht, Wirtschaft, 3. Mannheim-Wien-Zürich: Bibliographisches Institut, B.I.-Wissenschaftsverlag. 104 p. (1980). Reviewer: H.S.Buscher MSC: 62P20 62M10 62-02 91B84 × Cite Format Result Cite Review PDF