Smallest singular value and limit eigenvalue distribution of a class of non-Hermitian random matrices with statistical application
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DOI: 10.1016/j.jmva.2020.104623
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References listed on IDEAS
- Weiming Li & Zeng Li & Jianfeng Yao, 2018. "Joint Central Limit Theorem for Eigenvalue Statistics from Several Dependent Large Dimensional Sample Covariance Matrices with Application," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 45(3), pages 699-728, September.
- Monika Bhattacharjee & Arup Bose, 2014. "Estimation Of Autocovariance Matrices For Infinite Dimensional Vector Linear Process," Journal of Time Series Analysis, Wiley Blackwell, vol. 35(3), pages 262-281, May.
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Cited by:
- Sanders, Jaron & Van Werde, Alexander, 2023. "Singular value distribution of dense random matrices with block Markovian dependence," Stochastic Processes and their Applications, Elsevier, vol. 158(C), pages 453-504.
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Keywords
Large non-Hermitian matrix theory; Limit spectral distribution; Smallest singular value; Whiteness test in multivariate time series;All these keywords.
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