Spectral density of the correlation matrix of factor models: A random matrix theory approach
Author:
Publisher
American Physical Society (APS)
Subject
Industrial and Manufacturing Engineering,Metals and Alloys,Strategy and Management,Mechanical Engineering
Link
http://harvest.aps.org/v2/journals/articles/10.1103/PhysRevE.72.016219/fulltext
Reference27 articles.
1. THE GENERALISED PRODUCT MOMENT DISTRIBUTION IN SAMPLES FROM A NORMAL MULTIVARIATE POPULATION
2. Complex Wishart matrices and conductance in mesoscopic systems: Exact results
3. Effective matter superpotentials from Wishart random matrices
4. Communication Through a Diffusive Medium: Coherence and Capacity
5. Quantum Optical Communication Rates through an Amplifying Random Medium
Cited by 31 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. Two-step estimators of high-dimensional correlation matrices;Physical Review E;2023-10-23
2. Noise cleaning the precision matrix of short time series;Physical Review E;2023-08-28
3. Time-convergent random matrices from mean-field pinned interacting eigenvalues;Journal of Applied Probability;2022-11-18
4. A dual active-set proximal Newton algorithm for sparse approximation of correlation matrices;Optimization Methods and Software;2022-02-13
5. The physics of financial networks;Nature Reviews Physics;2021-06-10
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3