Spectral analysis of the Moore–Penrose inverse of a large dimensional sample covariance matrix
Author:
Funder
DFG Research Unit 1735
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability
Reference17 articles.
1. On asymptotics of eigenvectors of large sample covariance matrix;Bai;Ann. Probab.,2007
2. CLT for linear spectral statistics of large dimensional sample covariance matrices;Bai;Ann. Probab.,2004
3. Spectral Analysis of Large Dimensional Random Matrices;Bai,2010
4. Direct shrinkage estimation of large dimensional precision matrix;Bodnar;J. Multivariate Anal.,2016
5. Matrix Analysis;Horn,1985
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