Limiting spectral distribution of large dimensional Spearman's rank correlation matrices

23 December 2021

Papers citing "Limiting spectral distribution of large dimensional Spearman's rank correlation matrices"

8 / 8 papers shown

Title
On eigenvalues of a high-dimensional Kendall's rank correlation matrix with dependence Zeng Li Cheng-Long Wang Qinwen Wang 48 5 0 28 Sep 2021
Central Limit Theorem for Linear Spectral Statistics of Large Dimensional Kendall's Rank Correlation Matrices and its Applications Zeng Li Qinwen Wang Runze Li 48 13 0 13 Dec 2019
Tracy-Widom limit for Kendall's tau Z. Bao 56 14 0 04 Dec 2017
Symmetric Rank Covariances: a Generalised Framework for Nonparametric Measures of Dependence Luca Weihs Mathias Drton N. Meinshausen 41 62 0 18 Aug 2017
Spectral statistics of large dimensional Spearman's rank correlation matrix and its application Z. Bao Liang-Ching Lin G. Pan Wang Zhou 79 27 0 18 Dec 2013
Regularized rank-based estimation of high-dimensional nonparanormal graphical models Lingzhou Xue H. Zou 112 263 0 13 Feb 2013
High Dimensional Semiparametric Gaussian Copula Graphical Models Han Liu Fang Han M. Yuan John D. Lafferty Larry A. Wasserman 84 407 0 10 Feb 2012
The Nonparanormal: Semiparametric Estimation of High Dimensional Undirected Graphs Han Liu John D. Lafferty Larry A. Wasserman 135 762 0 03 Mar 2009