query: Random matrix theory impact on covariance matrix analysis
positive_passages.docid: 152395
positive_passages.text: Random matrix theory impact on covariance matrix analysis
negative_passages.docid: 34259
negative_passages.text: Variance of linear combinations of correlated random variables
negative_passages.docid: 36187
negative_passages.text: Introduction to frequentist statistics for Bayesians
negative_passages.docid: 125697
negative_passages.text: How to determine significant principal components using bootstrapping or Monte Carlo approach?
negative_passages.docid: 27533
negative_passages.text: Variance-covariance matrix in lmer
negative_passages.docid: 9381
negative_passages.text: How to derive variance-covariance matrix of coefficients in linear regression
negative_passages.docid: 27929
negative_passages.text: Understanding shape and calculation of confidence bands in linear regression
negative_passages.docid: 113046
negative_passages.text: Coefficients and significance of lasso/ridge
negative_passages.docid: 38169
negative_passages.text: Bounds on off-diagonal entries of a correlation matrix
negative_passages.docid: 69637
negative_passages.text: Random Forests and data transformations
negative_passages.docid: 22531
negative_passages.text: Testing for linear dependence among the columns of a matrix
negative_passages.docid: 56670
negative_passages.text: The intuition behind generalized eigenvectors
negative_passages.docid: 97758
negative_passages.text: Is using correlation matrix to select predictors for regression correct?
negative_passages.docid: 151868
negative_passages.text: Combining 2 covariance matrices
negative_passages.docid: 60063
negative_passages.text: Independence between random vectors
negative_passages.docid: 135428
negative_passages.text: Weird correlations in the SVD results of random data; do they have a mathematical explanation or is it a LAPACK bug?
negative_passages.docid: 70571
negative_passages.text: Obtaining covariance matrix from correlation matrix