Pages that link to "Item:Q1848863"

The following pages link to On the distribution of the largest eigenvalue in principal components analysis (Q1848863):

Displaying 50 items.

• Sparse principal component analysis for high‐dimensional stationary time series (Q6140347) (← links)
• STATISTICAL INFERENCE WITH <i>F</i>-STATISTICS WHEN FITTING SIMPLE MODELS TO HIGH-DIMENSIONAL DATA (Q6145544) (← links)
• Large deviations of extremal eigenvalues of sample covariance matrices (Q6148875) (← links)
• Fast randomized numerical rank estimation for numerically low-rank matrices (Q6154411) (← links)
• On randomized sketching algorithms and the Tracy-Widom law (Q6163409) (← links)
• Euclidean Representation of Low-Rank Matrices and Its Geometric Properties (Q6166054) (← links)
• On singular values of large dimensional lag-\(\tau\) sample auto-correlation matrices (Q6168126) (← links)
• Order determination for spiked-type models with a divergent number of spikes (Q6168911) (← links)
• Spiked multiplicative random matrices and principal components (Q6171643) (← links)
• Local convexity of the TAP free energy and AMP convergence for \(\mathbb{Z}_2\)-synchronization (Q6172186) (← links)
• Long random matrices and tensor unfolding (Q6180391) (← links)
• High‐dimensional limit theorems for SGD: Effective dynamics and critical scaling (Q6182180) (← links)
• Learning low-dimensional nonlinear structures from high-dimensional noisy data: an integral operator approach (Q6183757) (← links)
• A CLT for the LSS of large-dimensional sample covariance matrices with diverging spikes (Q6183780) (← links)
• A Pairwise Hotelling Method for Testing High-Dimensional Mean Vectors (Q6185128) (← links)
• The decimation scheme for symmetric matrix factorization (Q6190382) (← links)
• Finite rank perturbations of heavy-tailed Wigner matrices (Q6192469) (← links)
• On the assessment of multivariate and multisite measurement systems (Q6537834) (← links)
• Target selection in shrinkage estimation of covariance matrix: a structural similarity approach (Q6540901) (← links)
• Moderate deviation principle for different types of classical likelihood ratio tests (Q6541102) (← links)
• A note on cyclic shift permutation testing for large eigenvalues (Q6541532) (← links)
• High-dimensional variable screening under multicollinearity (Q6541558) (← links)
• Nonasymptotic support recovery for high-dimensional sparse covariance matrices (Q6541707) (← links)
• Sparse covariance matrix estimation for ultrahigh dimensional data (Q6543937) (← links)
• Nonparanormal graph quilting with applications to calcium imaging (Q6548882) (← links)
• Inference for heteroskedastic PCA with missing data (Q6550970) (← links)
• The Cauchy Combination Test under Arbitrary Dependence Structures (Q6562766) (← links)
• Subexponential-time algorithms for sparse PCA (Q6566150) (← links)
• Ridge Regression Under Dense Factor Augmented Models (Q6567950) (← links)
• Non-commutative probability insights into the double-scaling limit SYK model with constant perturbations: moments, cumulants and \(q\)-independence (Q6584629) (← links)
• Distance correlation test for high-dimensional independence (Q6589588) (← links)
• Quantitative universality for the largest eigenvalue of sample covariance matrices (Q6591578) (← links)
• Exponential bounds for regularized Hotelling's T2 statistic in high dimension (Q6596187) (← links)
• Nonparametric covariance estimation with shrinkage toward stationary models (Q6601108) (← links)
• Statistical inference under the strongly spiked eigenvalue model (Q6601514) (← links)
• Quantitative limit theorems and bootstrap approximations for empirical spectral projectors (Q6617183) (← links)
• A Factor-Based Estimation of Integrated Covariance Matrix With Noisy High-Frequency Data (Q6620901) (← links)
• Power enhancement for dimension detection of Gaussian signals (Q6621329) (← links)
• Fundamental limits of low-rank matrix estimation with diverging aspect ratios (Q6621532) (← links)
• Moment Component Analysis: An Illustration With International Stock Markets (Q6623210) (← links)
• \(k\)-resolution sequential randomization procedure to improve covariates balance in a randomized experiment (Q6628243) (← links)
• A novel robust estimation for high-dimensional precision matrices (Q6629954) (← links)
• Maximum interpoint distance of high-dimensional random vectors (Q6632617) (← links)
• Limiting spectral radii for products of Ginibre matrices and their inverses (Q6633198) (← links)
• On the ratio of extremal eigenvalues of \(\beta \)-Laguerre ensembles (Q6633976) (← links)
• Limiting distributions of largest entries of sample co-variance matrices from 1-dependent normal populations (Q6634807) (← links)
• Sparse and integrative principal component analysis for multiview data (Q6635573) (← links)
• Spiked eigenvalues of noncentral Fisher matrix with applications (Q6635730) (← links)
• Sampling without replacement from a high-dimensional finite population (Q6635731) (← links)
• Sparse Principal Component Analysis Based on Least Trimmed Squares (Q6636568) (← links)