|
central limit theorem |
2 |
|
linear eigenvalue statistics |
2 |
|
linear spectral statistics |
2 |
|
sample covariance matrices |
2 |
|
sample covariance matrix |
2 |
|
stieltjes transform |
2 |
|
tracy-widom law |
2 |
|
15a18 |
1 |
|
60b20 |
1 |
|
adaptive estimator |
1 |
|
approximate message passing |
1 |
|
asymptotic expansion |
1 |
|
bbp transition |
1 |
|
block correlation matrix |
1 |
|
canonical correlation analysis |
1 |
|
clt |
1 |
|
clt for martingale |
1 |
|
convergence rate |
1 |
|
cramér-von mises statistic |
1 |
|
delocalization |
1 |
|
edge universality |
1 |
|
eigenvector |
1 |
|
eigenvector distribution |
1 |
|
eigenvector–eigenvalue identity |
1 |
|
empirical spectral distribution |
1 |
|
extended airy kernal |
1 |
|
extreme eigenvalues |
1 |
|
finite rank perturbation |
1 |
|
first-order iterative algorithm |
1 |
|
free convolution |
1 |
|
goodness-of-fit statistic |
1 |
|
green's function |
1 |
|
green’s function comparison |
1 |
|
gue minor process |
1 |
|
haar distributed orthogonal matrices |
1 |
|
heavy-tailed random matrix |
1 |
|
hermitian wigner matrices |
1 |
|
high dimensional data |
1 |
|
high-dimensional data |
1 |
|
independence test |
1 |
|
kolmogorov–smirnov distance |
1 |
|
largest eigenvalues |
1 |
|
leave-one-out |
1 |
|
limiting spectral distribution |
1 |
|
local eigenvalue density |
1 |
|
local law |
1 |
|
local semicircle law |
1 |
|
log-concave distribution |
1 |
|
logarithmic law |
1 |
|
manova ensemble |
1 |
|
matrix denoising model |
1 |
|
multiple input multiple output |
1 |
|
mutual information |
1 |
|
non-hermitian random matrices |
1 |
|
nonparametric method |
1 |
|
nonuniversality |
1 |
|
partial linear eigenvalue statistics |
1 |
|
partial sum process |
1 |
|
principal component |
1 |
|
random band matrix |
1 |
|
random determinant |
1 |
|
random matrices |
1 |
|
random matrix |
1 |
|
random matrix theory |
1 |
|
regularized least squares |
1 |
|
ridge regression |
1 |
|
sample correlation matrices |
1 |
|
schott type statistic |
1 |
|
second order freeness |
1 |
|
signal-plus-noise model |
1 |
|
single ring theorem |
1 |
|
singular subspace |
1 |
|
singular vector |
1 |
|
smallest eigenvalue |
1 |
|
spearman's rank correlation matrix |
1 |
|
spectral edge |
1 |
|
spectral rigidity |
1 |
|
spiked covariance model |
1 |
|
spiked model |
1 |
|
spiked random matrices |
1 |
|
state evolution |
1 |
|
strong local law |
1 |
|
subordination |
1 |
|
supersymmetry |
1 |
|
tracy–widom law |
1 |
|
wigner matrices |
1 |
|
wigner matrix |
1 |
