Related references
Note: Only part of the references are listed.On sparsity scales and covariance matrix transformations
H. S. Battey
BIOMETRIKA (2019)
Eigen structure of a new class of covariance and inverse covariance matrices
Heather Battey
BERNOULLI (2017)
Local Marchenko-Pastur law at the hard edge of sample covariance matrices
Claudio Cacciapuoti et al.
JOURNAL OF MATHEMATICAL PHYSICS (2013)
HIGH-DIMENSIONAL CLASSIFICATION USING FEATURES ANNEALED INDEPENDENCE RULES
Jianqing Fan et al.
ANNALS OF STATISTICS (2008)
Share Paper
