High-Dimensional Linear Models: A Random Matrix Perspective

Author:

Namdari Jamshid,Paul Debashis,Wang Lili

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference124 articles.

1. Anderson, T.W. (2003). An introduction to multivariate statistical analysis, 3rd edn. Wiley-Interscience, Hoboken.

2. Bai, Z.D. and Saranadasa, H. (1996). Effect of high dimension: by an example of a two sample problem. Stat. Sin. 6, 311–329.

3. Bai, Z.D. and Silverstein, J.W. (1996). CLT for linear spectral statistics of large-dimensional sample covariance matrices. Ann. Probab. 32, 535–605.

4. Bai, Z.D. and Silverstein, J.W. (2010). Spectral analysis of large dimensional random matrices, 2nd edn. Springer, Berlin.

5. Bai, Z.D. and Wang, C. (2014). A note on the limiting spectral distribution of a symmetrized auto-cross covariance matrix. https://arxiv.org/pdf/1403.2578.pdf.

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