Limiting spectral distribution for a class of random matrices

A well-conditioned estimator for large-dimensional covariance matrices

Journal of Multivariate Analysis

Regularized classification for mixed continuous and categorical variables under across-location heteroscedasticity

Journal of Multivariate Analysis

Eigenvalues of large sample covariance matrices of spiked population models

Journal of Multivariate Analysis

Random matrix theory and wireless communications

Communications and Information Theory

On limit theorem for the eigenvalues of product of two random matrices

Journal of Multivariate Analysis

Shrinkage estimation in the frequency domain of multivariate time series

Journal of Multivariate Analysis

Limiting spectral distribution of large-dimensional sample covariance matrices generated by VARMA

Journal of Multivariate Analysis

Generalized consistent estimation on low-rank Krylov subspaces of arbitrarily high dimension

IEEE Transactions on Signal Processing

Asymptotic theorems for the product of certain structured random matrices and their application to analysis of synchronous CDMA

IEEE Transactions on Information Theory

Strong convergence of the empirical distribution of eigenvalues of sample covariance matrices with a perturbation matrix

Journal of Multivariate Analysis

Asymptotic analysis of outage region in CDMA MIMO systems

IEEE Transactions on Information Theory

Asynchronous CDMA systems with random spreading-part II: design criteria

IEEE Transactions on Information Theory