Yi Li, Huy L. Nguyễn, David P. Woodruff, “On Approximating Matrix Norms in Data Streams”, SIAM J. Comput., 48, № 6, 2019, 1643
Huiqin Li, Zhidong Bai, “Convergence rates of spectral distributions of large dimensional quaternion sample covariance matrices”, Journal of the Korean Statistical Society, 44, № 1, 2015, 28
A. N. Tikhomirov, “The rate of convergence of the expected spectral distribution function of a sample covariance matrix to the Marchenko-Pastur distribution”, Sib. Adv. Math., 19, № 4, 2009, 277
Younghwan Cho, Jae Wook Song, “Hierarchical risk parity using security selection based on peripheral assets of correlation-based minimum spanning trees”, Finance Research Letters, 53, 2023, 103608
F. Götze, A. N. Tikhomirov, “The Rate of Convergence of Spectra of Sample Covariance Matrices”, Theory Probab. Appl., 54, № 1, 2010, 129
F. Götze, H. Kösters, A. Tikhomirov, “Asymptotic spectra of matrix-valued functions of independent random matrices and free probability”, Random Matrices: Theory Appl., 04, № 02, 2015, 1550005
Giuseppe Thadeu Freitas de Abreu, Wensheng Zhang, Yukitoshi Sanada, 2011 IEEE International Conference on Communications (ICC), 2011, 1
Neta Stern, Dvir Radunsky, Tamar Blumenfeld‐Katzir, Yigal Chechik, Chen Solomon, Noam Ben‐Eliezer, “Mapping of magnetic resonance imaging’s transverse relaxation time at low signal‐to‐noise ratio using Bloch simulations and principal component analysis image denoising”, NMR in Biomedicine, 35, № 12, 2022, e4807
Fan Yang, “Linear spectral statistics of eigenvectors of anisotropic sample covariance matrices”, Ann. Inst. H. Poincaré Probab. Statist., 60, № 4, 2024