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Eigenvectors of some large sample covariance matrix ensembles

Eigenvectors of some large sample covariance matrix ensembles

16 November 2009
Olivier Ledoit
S. Péché
ArXiv (abs)PDFHTML

Papers citing "Eigenvectors of some large sample covariance matrix ensembles"

4 / 4 papers shown
Title
A theoretical framework for overfitting in energy-based modeling
A theoretical framework for overfitting in energy-based modeling
Giovanni Catania
A. Decelle
Cyril Furtlehner
Beatriz Seoane
161
2
0
31 Jan 2025
On the phase diagram of extensive-rank symmetric matrix denoising beyond rotational invariance
On the phase diagram of extensive-rank symmetric matrix denoising beyond rotational invariance
Jean Barbier
Francesco Camilli
Justin Ko
Koki Okajima
118
6
0
04 Nov 2024
Regularized estimation of large covariance matrices
Regularized estimation of large covariance matrices
Peter J. Bickel
Elizaveta Levina
402
1,386
0
13 Mar 2008
Universality results for largest eigenvalues of some sample covariance
  matrix ensembles
Universality results for largest eigenvalues of some sample covariance matrix ensembles
Sandrine Péché
383
115
0
11 May 2007
1