Results 291 to 300 of about 55,873 (308)

Spectrum estimation for large dimensional covariance matrices using random matrix theory

Annals of Statistics, 2008
Noureddine El Karoui
exaly  

The largest eigenvalues of sample covariance matrices for a spiked population: Diagonal case

Journal of Mathematical Physics, 2009
Sandrine Peche
exaly  

Multi-sample test for high-dimensional covariance matrices

Communications in Statistics - Theory and Methods, 2018
Zhidong Bai, Jiang Hu, Chen Wang
exaly  

Power of Tests for Equality of Covariance Matrices

Technometrics, 1974
Robert J Connor
exaly  

Ordering of Covariance Matrices

Econometric Theory, 1995
openaire   +1 more source

Random covariance matrices: Universality of local statistics of eigenvalues

Annals of Probability, 2012
Terence Tao, Van Vu
exaly  

Limiting Spectral Distribution for Large Sample Covariance Matrices with Graph-Dependent Elements

Theory of Probability and Its Applications, 2022
exaly  

Likelihood ratio tests for covariance matrices of high-dimensional normal distributions

Journal of Statistical Planning and Inference, 2012
Dandan Jiang, Tiefeng Jiang
exaly  

Generating covariance matrices

International Journal of Mathematical Education in Science and Technology, 2000
openaire   +1 more source

Estimation of noise covariance matrices for periodic systems

International Journal of Adaptive Control and Signal Processing, 2011
Miroslav Simandl, Jindrich Dunik
exaly