Extreme eigenvalue statistics of m-dependent heavy-tailed matrices-Reference-Cited by-同舟云学术

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Extreme eigenvalue statistics of m-dependent heavy-tailed matrices

Published:2021-11-01 Issue:4 Volume:57 Page:
ISSN:0246-0203
Container-title:Annales de l'Institut Henri Poincaré, Probabilités et Statistiques
language:
Short-container-title:Ann. Inst. H. Poincaré Probab. Statist.

Author:

Basrak Bojan¹,Cho Yeonok²,Heiny Johannes³,Jung Paul²

Affiliation:

1. Department of Mathematics, University of Zagreb, Bijenička 30, Zagreb, Croatia

2. Department of Mathematical Sciences, KAIST, Daejeon, South Korea

3. Department of Mathematics, Ruhr-University Bochum, Universitätsstraße 150, Bochum, Germany

Publisher

Institute of Mathematical Statistics

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Cited by 6 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. Limiting distributions for eigenvalues of sample correlation matrices from heavy-tailed populations;The Annals of Statistics;2022-12-01

2. Covariance kernel of linear spectral statistics for half-heavy tailed wigner matrices;Random Matrices: Theory and Applications;2022-09-12

3. The asymptotic distribution of the condition number for random circulant matrices;Extremes;2022-07-04

4. Spectrum of heavy-tailed elliptic random matrices;Electronic Journal of Probability;2022-01-01

5. Large sample correlation matrices: a comparison theorem and its applications;Electronic Journal of Probability;2022-01-01

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