Limit Theory for the largest eigenvalues of sample covariance matrices with heavy-tails

27 August 2011

Papers citing "Limit Theory for the largest eigenvalues of sample covariance matrices with heavy-tails"

6 / 6 papers shown

Title
Eigenvalue distribution of large sample covariance matrices of linear processes Oliver Pfaffel E. Schlemm 59 33 0 18 Jan 2012
Limits of spiked random matrices II Alex Bloemendal Bálint Virág 71 91 0 16 Sep 2011
A note on a Marčenko-Pastur type theorem for time series Jianfeng Yao AI4TS 64 59 0 08 Sep 2011
Limits of spiked random matrices I Alex Bloemendal Bálint Virág 73 135 0 08 Nov 2010
Corrections to LRT on Large Dimensional Covariance Matrix by RMT Z. Bai Dandan Jiang J. Yao Shu-rong Zheng 63 247 0 03 Feb 2009
Universality results for largest eigenvalues of some sample covariance matrix ensembles Sandrine Péché 225 114 0 11 May 2007