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Found 15 Documents (Results 1–15)

Rate of convergence for sparse sample covariance matrices. (English) Zbl 07822571

Belomestny, Denis (ed.) et al., Foundations of modern statistics. Festschrift in honor of Vladimir Spokoiny. Selected contributions based on the presentations at the international conference, Berlin, Germany, November 6–8, 2019 and Moscow, Russia, November 30, 2019. Cham: Springer. Springer Proc. Math. Stat. 425, 261-300 (2023).
MSC:  62-XX
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Local Marchenko-Pastur law for sparse rectangular random matrices. (English. Russian original) Zbl 1486.60013

Dokl. Math. 104, No. 3, 332-335 (2021); translation from Dokl. Ross. Akad. Nauk, Mat. Inform. Protsessy Upr. 501, 22-25 (2021).
MSC:  60B20 15B52
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Local semicircle law under moment conditions: the Stieltjes transform, rigidity, and delocalization. (English. Russian original) Zbl 1426.15056

Theory Probab. Appl. 62, No. 1, 58-83 (2018); translation from Teor. Veroyatn. Primen. 62, No. 1, 72-103 (2017).
MSC:  15B52 60B20
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