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.

• Testing independence with high-dimensional correlated samples (Q1750290) (← links)
• Projection tests for high-dimensional spiked covariance matrices (Q1755108) (← links)
• Correlations for superpositions and decimations of Laguerre and Jacobi orthogonal matrix ensembles with a parameter (Q1765116) (← 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)
• Identifying complexity by means of matrices (Q1850374) (← links)
• Painlevé equations -- nonlinear special functions. (Q1874150) (← links)
• The asymptotic distributions of the largest entries of sample correlation matrices. (Q1879895) (← links)
• Concentration of norms and eigenvalues of random matrices (Q1883231) (← links)
• Hitting time of quantum walks with perturbation (Q1937291) (← links)
• Multiple hypothesis testing adjusted for latent variables, with an application to the AGEMAP gene expression data (Q1940010) (← links)
• Discussion: Latent variable graphical model selection via convex optimization (Q1940763) (← links)
• Rejoinder: Latent variable graphical model selection via convex optimization (Q1940764) (← links)
• An outer-approximation approach for information-maximizing sensor selection (Q1947624) (← links)
• Sparse permutation invariant covariance estimation (Q1951760) (← links)
• Theoretical properties of Cook's PFC dimension reduction algorithm for linear regression (Q1951774) (← links)
• Adaptive estimation of covariance matrices via Cholesky decomposition (Q1952094) (← links)
• High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence (Q1952214) (← links)
• Partial generalized four moment theorem revisited (Q1983608) (← links)
• Extremal eigenvalues of sample covariance matrices with general population (Q1983634) (← 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)
• Roy's largest root under rank-one perturbations: the complex valued case and applications (Q2008213) (← links)
• Likelihood ratio test for partial sphericity in high and ultra-high dimensions (Q2011514) (← links)
• Distribution of the largest eigenvalue for real Wishart and Gaussian random matrices and a simple approximation for the Tracy-Widom distribution (Q2015056) (← links)
• On testing for sphericity with non-normality in a fixed effects panel data model (Q2018631) (← links)
• Generalized Schott type tests for complete independence in high dimensions (Q2022562) (← links)
• Sphericity and identity test for high-dimensional covariance matrix using random matrix theory (Q2025160) (← links)
• Free energy of bipartite spherical Sherrington-Kirkpatrick model (Q2028962) (← links)
• Limiting empirical spectral distribution for products of rectangular matrices (Q2033121) (← links)
• Limiting laws for extreme eigenvalues of large-dimensional spiked Fisher matrices with a divergent number of spikes (Q2034460) (← links)
• Subspace estimation from unbalanced and incomplete data matrices: \({\ell_{2,\infty}}\) statistical guarantees (Q2039795) (← links)
• Spiked separable covariance matrices and principal components (Q2039807) (← links)
• Universality of approximate message passing algorithms (Q2042851) (← links)
• High-dimensional linear models: a random matrix perspective (Q2051014) (← links)
• High-dimensional sphericity test by extended likelihood ratio (Q2051523) (← links)
• Asymptotic analysis for extreme eigenvalues of principal minors of random matrices (Q2075335) (← links)
• Random matrix theory and its applications (Q2075698) (← links)
• Data driven orthogonal basis selection for functional data analysis (Q2078529) (← links)
• Consistently recovering the signal from noisy functional data (Q2078554) (← links)
• Large sample correlation matrices: a comparison theorem and its applications (Q2082651) (← links)
• Limiting distribution of the sample canonical correlation coefficients of high-dimensional random vectors (Q2082707) (← links)
• Tracy-Widom at each edge of real covariance and MANOVA estimators (Q2083270) (← links)
• Optimal signal detection in some spiked random matrix models: likelihood ratio tests and linear spectral statistics (Q2091821) (← links)
• Precise statistical analysis of classification accuracies for adversarial training (Q2091832) (← links)
• Asymptotic independence of spiked eigenvalues and linear spectral statistics for large sample covariance matrices (Q2091835) (← links)
• An \({\ell_p}\) theory of PCA and spectral clustering (Q2091846) (← links)
• Consistency of invariance-based randomization tests (Q2091850) (← links)
• Applications on linear spectral statistics of high-dimensional sample covariance matrix with divergent spectrum (Q2101405) (← links)
• On the eigenvectors of large-dimensional sample spatial sign covariance matrices (Q2101471) (← links)