Matrix polynomial generalizations of the sample variance-covariance matrix when pn−1 → y ∈ (0, ∞)-Reference-Cited by-同舟云学术

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Matrix polynomial generalizations of the sample variance-covariance matrix when pn−1 → y ∈ (0, ∞)

Published:2017-12 Issue:4 Volume:48 Page:575-607
ISSN:0019-5588
Container-title:Indian Journal of Pure and Applied Mathematics
language:en
Short-container-title:Indian J Pure Appl Math

Author:

Bhattacharjee Monika,Bose Arup

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,General Mathematics

Link

http://link.springer.com/content/pdf/10.1007/s13226-017-0247-2.pdf

Reference17 articles.

1. G. Anderson, A. Guionnet and O. Zeitouni, An Introduction to random matrices, Cambridge University Press, Cambridge, UK, 2009.

2. Z. D. Bai and J. W. Silverstein, Spectral analysis of large dimensional random matrices, Springer, 2010.

3. Z. D. Bai and L. X. Zhang, The limiting spectral distribution of the product of the Wigner matrix and a nonnegative definite matrix, J. Mult. Anal., 101(9) (2010), 1927–1949.

4. F. Benaych-Georges, Rectangular random matrices, related convolution, Probab. Theory Related Fields, 144(3–4) (2009), 471–515.

5. F. Benaych-Georges, On a surprising relation between the Marčenko-Pastur law, rectangular and square free convolutions, Ann. de I’institut Henri Poincaré (B), 46(3) (2010), 644–652.

Cited by 4 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Spectrum of High-Dimensional Sample Covariance and Related Matrices: A Selective Review;Indian Statistical Institute Series;2024

2. Joint convergence of sample cross-covariance matrices;Latin American Journal of Probability and Mathematical Statistics;2023

3. Principal components in linear mixed models with general bulk;The Annals of Statistics;2021-06-01

4. Erratum;Indian Journal of Pure and Applied Mathematics;2018-11-29

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