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Comparison between two types of large sample covariance matrices

https://doi.org/10.1214/12-aihp506
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Outgoing claims: the papers this work cites, builds on, or argues with.

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Convergence of Probability Measures
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Strong Convergence of the Empirical Distribution of Eigenvalues of Large Dimensional Random Matrices
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Spectral Analysis of Large Dimensional Random Matrices
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On the limit of the largest eigenvalue of the large dimensional sample covariance matrix
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Eigenvectors of some large sample covariance matrix ensembles
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Limiting Behavior of Eigenvectors of Large Wigner Matrices
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Almost Sure Limit of the Smallest Eigenvalue of Some Sample Correlation Matrices
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Some limit theorems for the eigenvalues of a sample covariance matrix
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On the eigenvectors of large dimensional sample covariance matrices
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DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
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Spectral Analysis of Large Dimensional Random Matrices, 2nd edn
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Describing the Behavior of Eigenvectors of Random Matrices Using Sequences of Measures on Orthogonal Groups
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RANDOM MATRICES: UNIVERSAL PROPERTIES OF EIGENVECTORS
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On asymptotics of eigenvectors of large sample covariance matrix
inferredcites →https://doi.org/10.1214/07-aap477openalex-snapshot
Central limit theorem for signal-to-interference ratio of reduced rank linear receiver
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Central limit theorem for Hotelling’s T2 statistic under large dimension
inferredcites →https://doi.org/10.1214/aop/1022855421openalex-snapshot
No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices
inferredcites →https://doi.org/10.1214/aop/1078415845openalex-snapshot
CLT for linear spectral statistics of large-dimensional sample covariance matrices
inferredcites →https://doi.org/10.1214/aop/1176990741openalex-snapshot
Weak Convergence of Random Functions Defined by The Eigenvectors of Sample Covariance Matrices
inferredcites →https://doi.org/10.1214/aos/1009210544openalex-snapshot
On the distribution of the largest eigenvalue in principal components analysis
inferredcites →https://doi.org/10.2307/1391399openalex-snapshot
An Introduction to Multivariate Statistical Analysis
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An Introduction to Multivariate Statistical Analysis, 2nd Edition.
inferredcites →https://doi.org/10.48550/arxiv.1104.1219openalex-snapshot
Eigenvectors of Wigner matrices: universality of global fluctuations
inferredcites →https://doi.org/10.48550/arxiv.1111.5420openalex-snapshot
Universality of sample covariance matrices: CLT of the smoothed empirical spectral distribution

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

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Independence Test for High Dimensional Random Vectors
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