34 citations · 150 across the 45 of their papers we have counts for
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math.ST2014
On estimation in the reduced-rank regression with a large number of responses and predictors
Vladislav Kargin
We consider a multivariate linear response regression in which the number of responses and predictors is large and comparable with the number of observations, and the rank of the m…
math.PR2014
Limit theorems for linear eigenvalue statistics of overlapping matrices
Vladislav Kargin
The paper proves several limit theorems for linear eigenvalue statistics of overlapping Wigner and sample covariance matrices. It is shown that the covariance of the limiting multi…