Inferring the eigenvalues of covariance matrices from limited, noisy data

Geahča maid

• Central limit theorem for the spiked eigenvalues of separable sample covariance matrices
  Dahkki: Zhang, Bo
  Almmustuhtton: (2017)
• Universality for the largest eigenvalue of sample covariance matrices with general population
  Dahkki: Bao, Zhigang, et al.
  Almmustuhtton: (2015)
• Eigenvalues of matrices /
  Dahkki: 346065 Chatelin, Francoise, et al.
  Almmustuhtton: (1993)
• Free Probability, Sample Covariance Matrices and Stochastic Eigen-Inference
  Dahkki: Edelman, Alan, et al.
  Almmustuhtton: (2005)
• Robust inference on parameters via particle filters and sandwich covariance matrices
  Dahkki: Shephard, N, et al.
  Almmustuhtton: (2012)