The resolvent and the spectral functions of sample covariance matrices of increasing dimension
Vadim Ivanovich Serdobol'skii · Russian Mathematical Surveys · 1985
On the behaviour of the smallest eigenvalue of a high-dimensional sample covariance matrix P A Yaskov Spectral density of sparse sample covariance matrices Taro Nagao and Toshiyuki Tanaka Eigenvalue distributions for some correlated complex sample covariance matrices P J Forrester Uncertainty analysis for vector measurands using fiducial inference C M Wang and Hari K Iyer Estimating the principal components of correlation matrices from all their empirical eigenvectors Remi Monasson and Dario Villamaina Distributions for the eigenvalues of large random matrices generated from four manifolds Xingyuan Zeng PCA learning for sparse high-dimensional data D. C. Hoyle and M. Rattray The resolvent and the spectral functions of sample covariance matrices of increasing dimension