Fetching the paper…
Reading the bibliography…
We introduce a class of separable sample covariance matrices of the form $\widetilde{\mathcal{Q}}_1:=\widetilde A^{1/2} X \widetilde B X^* \widetilde A^{1/2}.$ Here $\widetilde{A}$ and $\widetilde{B}$ are positive definite matrices whose spectrums consist of bulk spectrums plus several spikes, i.e.
Distribution of eigenvalues for some sets of random matrices
V. A. Marčenko and L. A. Pastur · 1967
Earlier work this paper cites.
Level-spacing distributions and the airy kernel
C. A. Tracy and H. Widom · 1994
Earlier work this paper cites.
On orthogonal and symplectic matrix ensembles
C. A. Tracy and H. Widom · 1996
Earlier work this paper cites.
Geostatistical space–time models: A review
P. C. Kyriakidis and A. G. Journel · 1999
Earlier work this paper cites.
On the distribution of the largest eigenvalue in principal components analysis
I. M. Johnstone · 2001
Earlier work this paper cites.
Nonseparable, stationary covariance functions for space–time data
T. Gneiting · 2002
Earlier work this paper cites.
A stochastic MIMO radio channel model with experimental validation
J. P. Kermoal, L. Schumacher, K. I. Pedersen, P. E. Mogensen, and F. Frederiksen · 2002
Earlier work this paper cites.
Random Matrix Theory and Wireless Communications
A. Tulino and S. Verdú · 2004
Earlier work this paper cites.
Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
J. Baik, G. Ben Arous, and S. Péché · 2005
Earlier work this paper cites.
The likelihood ratio test for a separable covariance matrix
N. Lu and D. L. Zimmerman · 2005
Earlier work this paper cites.
Tracy-Widom limit for the largest eigenvalue of a large class of complex sample covariance matrices
N. El Karoui · 2007
Earlier work this paper cites.
Separable approximations of space-time covariance matrices
M. G. Genton · 2007
Earlier work this paper cites.
Deterministic equivalents for certain functionals of large random matrices
W. Hachem, P. Loubaton, and J. Najim · 2007
Earlier work this paper cites.
Asymptotics of sample eigenstructure for a large dimensional spiked covariance model
D. Paul · 2007
Earlier work this paper cites.
Spectrum estimation for large dimensional covariance matrices using random matrix theory
N. El Karoui · 2008
Earlier work this paper cites.
Testing the covariance structure of multivariate random fields
B. Li, M. G. Genton, and M. Sherman · 2008
Earlier work this paper cites.
The Tracy-Widom limit for the largest eigenvalues of singular complex Wishart matrices
A. Onatski · 2008
Earlier work this paper cites.
On estimation of covariance matrices with kronecker product structure
K. Werner, M. Jansson, and P. Stoica · 2008
Earlier work this paper cites.
Spectral Analysis of Large Dimensional Random Matrices
Z. Bai and J. Silverstein · 2009
Earlier work this paper cites.
No eigenvalues outside the support of the limiting empirical spectral distribution of a separable covariance matrix
D. Paul and J. W. Silverstein · 2009
Earlier work this paper cites.
Nonparametric detection of signals by information theoretic criteria: Performance analysis and an improved estimator
B. Nadler · 2010
Earlier work this paper cites.
Determining the number of factors from empirical distribution of eigenvalues
A. Onatski · 2010
Cited alongside, same era.
Longitudinal fMRI analysis: A review of methods
M. Skup · 2010
Cited alongside, same era.
Eigenvectors of some large sample covariance matrix ensembles
O. Ledoit and S. Péché · 2011
Cited alongside, same era.
The singular values and vectors of low rank perturbations of large rectangular random matrices
F. Benaych-Georges and R. R. Nadakuditi · 2012
Cited alongside, same era.
Asymptotics of the principal components estimator of large factor models with weakly influential factors
A. Onatski · 2012
Cited alongside, same era.
Averaging fluctuations in resolvents of random band matrices
L. Erdős, A. Knowles, and H.-T. Yau · 2013
Cited alongside, same era.
On the principal components of sample covariance matrices
A. Bloemendal, A. Knowles, H.-T. Yau, and J. Yin · 2016
Later among the works it cites.
Detecting Rare and Weak Spikes in Large Covariance Matrices
Z. T. Ke · 2016
Later among the works it cites.
Tracy–widom distribution for the largest eigenvalue of real sample covariance matrices with general population
J. O. Lee and K. Schnelli · 2016
Later among the works it cites.
Eigenvectors of random matrices: A survey
S. O’Rourke, V. Vu, and K. Wang · 2016
Later among the works it cites.
Random matrix approach to estimation of high-dimensional factor models
J. Yeo and G. Papanicolaou · 2016
Later among the works it cites.
Singularities of the density of states of random Gram matrices
J. Alt · 2017
Later among the works it cites.
alphaXiv searches the wider corpus for related work and actual follow-ups.
alphaXiv is searching for related work…
Delocalization and diffusion profile for random band matrices
L. Erdős, A. Knowles, H.-T. Yau, and J. Yin · 2013
Cited alongside, same era.
The local semicircle law for a general class of random matrices
L. Erdős, A. Knowles, H.-T. Yau, and J. Yin · 2013
Cited alongside, same era.
Spectral statistics of Erdős-Rényi graphs I: Local semicircle law
L. Erdős, A. Knowles, H.-T. Yau, and J. Yin · 2013
Cited alongside, same era.
The isotropic semicircle law and deformation of Wigner matrices
A. Knowles and J. Yin · 2013
Cited alongside, same era.
Isotropic local laws for sample covariance and generalized Wigner matrices
A. Bloemendal, L. Erdős, A. Knowles, H.-T. Yau, and J. Yin · 2014
Cited alongside, same era.
Local circular law for random matrices
P. Bourgade, H.-T. Yau, and J. Yin · 2014
Cited alongside, same era.
Local law for random Gram matrices
J. Alt, L. Erdős, and T. Krüger · 2017
Later among the works it cites.
Anisotropic local laws for random matrices
A. Knowles and J. Yin · 2017
Later among the works it cites.
Spectrum estimation from samples
W. Kong and G. Valiant · 2017
Later among the works it cites.
Numerical implementation of the QuEST function
O. Ledoit and M. Wolf · 2017
Later among the works it cites.
Local circular law for the product of a deterministic matrix with a random matrix
H. Xi, F. Yang, and J. Yin · 2017
Later among the works it cites.
A necessary and sufficient condition for edge universality at the largest singular values of covariance matrices
X. Ding and F. Yang · 2018
Later among the works it cites.
Optimal shrinkage of eigenvalues in the spiked covariance model
D. Donoho, M. Gavish, and I. Johnstone · 2018
Later among the works it cites.
Singular vector distribution of sample covariance matrices
X. Ding · 2019
Closest in time.
Deterministic parallel analysis: an improved method for selecting factors and principal components
E. Dobriban and A. B. Owen · 2019
Closest in time.
Matrix denoising for weighted loss functions and heterogeneous signals
W. Leeb · 2019
Closest in time.
Edge universality of separable covariance matrices
F. Yang · 2019
Closest in time.
High dimensional deformed rectangular matrices with applications in matrix denoising
X. Ding · 2020
Closest in time.
Spiked sample covariance matrices with possibly multiple bulk components
X. Ding · 2020
Closest in time.
Convergence of eigenvector empirical spectral distribution of sample covariance matrices
H. Xi, F. Yang, and J. Yin · 2020
Closest in time.