Pages that link to "Item:Q2507762"

The following pages link to Eigenvalues of large sample covariance matrices of spiked population models (Q2507762):

Displaying 50 items.

• The largest eigenvalues of finite rank deformation of large Wigner matrices: Convergence and nonuniversality of the fluctuations (Q1011149) (← links)
• Universality results for the largest eigenvalues of some sample covariance matrix ensembles (Q1017885) (← links)
• PCA consistency in high dimension, low sample size context (Q1043724) (← links)
• Singular value decomposition of large random matrices (for two-way classification of microarrays) (Q1049547) (← links)
• On a spiked model for large volatility matrix estimation from noisy high-frequency data (Q1615279) (← links)
• \(e\)PCA: high dimensional exponential family PCA (Q1728639) (← links)
• The spectral norm of random inner-product kernel matrices (Q1729691) (← links)
• Canonical correlation coefficients of high-dimensional Gaussian vectors: finite rank case (Q1731774) (← links)
• Optimal estimation of a large-dimensional covariance matrix under Stein's loss (Q1750102) (← links)
• CLT for largest eigenvalues and unit root testing for high-dimensional nonstationary time series (Q1800798) (← links)
• Optimality and sub-optimality of PCA. I: Spiked random matrix models (Q1800806) (← links)
• Explaining the single factor bias of arbitrage pricing models in finite samples (Q1934712) (← links)
• On finite rank deformations of Wigner matrices (Q1943320) (← links)
• Partial generalized four moment theorem revisited (Q1983608) (← links)
• Asymptotic joint distribution of extreme eigenvalues and trace of large sample covariance matrix in a generalized spiked population model (Q1996762) (← links)
• Unbounded largest eigenvalue of large sample covariance matrices: asymptotics, fluctuations and applications (Q2002709) (← links)
• Likelihood ratio test for partial sphericity in high and ultra-high dimensions (Q2011514) (← links)
• Spectral measures of spiked random matrices (Q2031018) (← links)
• Universality of approximate message passing algorithms (Q2042851) (← links)
• Eigenvector distribution in the critical regime of BBP transition (Q2073181) (← links)
• A guide for sparse PCA: model comparison and applications (Q2073736) (← links)
• Random matrix theory and its applications (Q2075698) (← links)
• Limiting distribution of the sample canonical correlation coefficients of high-dimensional random vectors (Q2082707) (← links)
• Asymptotic independence of spiked eigenvalues and linear spectral statistics for large sample covariance matrices (Q2091835) (← links)
• CLT for spiked eigenvalues of a sample covariance matrix from high-dimensional Gaussian mean mixtures (Q2101482) (← links)
• Heteroskedastic PCA: algorithm, optimality, and applications (Q2119219) (← links)
• Statistical inference for principal components of spiked covariance matrices (Q2131269) (← links)
• Computational barriers to estimation from low-degree polynomials (Q2149001) (← links)
• Variance variation criterion and consistency in estimating the number of significant signals of high-dimensional PCA (Q2155641) (← links)
• Optimal prediction in the linearly transformed spiked model (Q2176630) (← links)
• Fundamental limits of detection in the spiked Wigner model (Q2196197) (← links)
• Testing in high-dimensional spiked models (Q2196218) (← links)
• Limiting laws for divergent spiked eigenvalues and largest nonspiked eigenvalue of sample covariance matrices (Q2196219) (← links)
• Generalized four moment theorem and an application to CLT for spiked eigenvalues of high-dimensional covariance matrices (Q2214247) (← links)
• Phase transition in random tensors with multiple independent spikes (Q2240871) (← links)
• The limits of the sample spiked eigenvalues for a high-dimensional generalized Fisher matrix and its applications (Q2242854) (← links)
• Testing for subsphericity when \(n\) and \(p\) are of different asymptotic order (Q2244531) (← links)
• A note on the CLT of the LSS for sample covariance matrix from a spiked population model (Q2252894) (← links)
• Tests for covariance matrices in high dimension with less sample size (Q2252902) (← links)
• Edge universality of separable covariance matrices (Q2279318) (← links)
• Modified Pillai's trace statistics for two high-dimensional sample covariance matrices (Q2301119) (← links)
• Sparse principal component analysis with missing observations (Q2318671) (← links)
• Eigenvalue distributions of variance components estimators in high-dimensional random effects models (Q2328062) (← links)
• A note on the limiting spectral distribution of a symmetrized auto-cross covariance matrix (Q2339574) (← links)
• On the Marčenko-Pastur law for linear time series (Q2343959) (← links)
• On the sample covariance matrix estimator of reduced effective rank population matrices, with applications to fPCA (Q2348740) (← links)
• The random matrix regime of Maronna's M-estimator with elliptically distributed samples (Q2350052) (← links)
• Hypergeometric functions of matrix arguments and linear statistics of multi-spiked Hermitian matrix models (Q2350056) (← links)
• On generalized expectation-based estimation of a population spectral distribution from high-dimensional data (Q2352449) (← links)
• Do semidefinite relaxations solve sparse PCA up to the information limit? (Q2352742) (← links)