Abstract:This thesis is about high-dimensional problems considered under the so-called Kolmogorov condition. Hence, we consider research questions related to random matrices with p rows (corresponding to the parameters) and n columns (corresponding to the sample size), where p > n, assuming that the ratio p n converges when the number of parameters and the sample size increase.We focus on the eigenvalue distribution of the considered matrices, since it is a well-known information-carrying object. The spectral distribut… Show more
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