4 papers
Weak convergence of the empirical spectral distribution of ultra-high-dimensional banded sample covariance matrices
Kamil Jurczak
In this article we investigate high-dimensional banded sample covariance matrices under the regime that the sample size , the dimension and the bandwidth tend simultaneo…
Spectral analysis of high-dimensional sample covariance matrices with missing observations
Kamil Jurczak, Angelika Rohde
We study high-dimensional sample covariance matrices based on independent random vectors with missing coordinates. The presence of missing observations is common in modern applicat…
The critical threshold level on Kendall's tau statistic concerning minimax estimation of sparse correlation matrices
Kamil Jurczak
In a sparse high-dimensional elliptical model we consider a hard threshold estimator for the correlation matrix based on Kendall's tau with threshold level $α(\frac{\log p}{n})^{1/…
A universal expectation bound on empirical projections of deformed random matrices
Kamil Jurczak
Let be a real-valued matrix with singular values and a random matrix of centered i.i.d. entries with finite fourth moment. In this paper we gi…