36 citations · 86 across the 8 of their papers we have counts for
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math.PR2014★ 7 cited
The universality principle for spectral distributions of sample covariance matrices
Pavel Yaskov
We derive the universality principle for empirical spectral distributions of sample covariance matrices and their Stieltjes transforms. This principle states the following. Suppose…
math.PR2014★ 20 cited
Lower bounds on the smallest eigenvalue of a sample covariance matrix
Pavel Yaskov
We derive tight lower bounds on the smallest eigenvalue of a sample covariance matrix of a centred isotropic random vector under weak or no assumptions on its components.