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.

• CLT for spiked eigenvalues of a sample covariance matrix from high-dimensional Gaussian mean mixtures (Q2101482) (← links)
• High-dimensional correlation matrix estimation for general continuous data with Bagging technique (Q2102349) (← links)
• Properties of eigenvalues and eigenvectors of large-dimensional sample correlation matrices (Q2108908) (← links)
• Moderate deviation principle for likelihood ratio test in multivariate linear regression model (Q2111071) (← links)
• Relative perturbation bounds with applications to empirical covariance operators (Q2111217) (← links)
• Limiting distributions for eigenvalues of sample correlation matrices from heavy-tailed populations (Q2112809) (← links)
• Testing for the rank of a covariance operator (Q2112827) (← links)
• Heteroskedastic PCA: algorithm, optimality, and applications (Q2119219) (← links)
• Kronecker delta method for testing independence between two vectors in high-dimension (Q2122817) (← links)
• Statistical inference for principal components of spiked covariance matrices (Q2131269) (← links)
• Testing for covariance matrices in time-varying coefficient panel data models with fixed effects (Q2131885) (← links)
• Detection of hubs in complex networks by the Laplacian matrix (Q2131998) (← links)
• Non-asymptotic properties of spectral decomposition of large Gram-type matrices and applications (Q2137016) (← links)
• Spectral statistics of high dimensional sample covariance matrix with unbounded population spectral norm (Q2137038) (← links)
• Perturbation theory for cross data matrix-based PCA (Q2140856) (← links)
• Targeted principal components regression (Q2140873) (← links)
• Cointegration in large VARs (Q2148991) (← links)
• Variance variation criterion and consistency in estimating the number of significant signals of high-dimensional PCA (Q2155641) (← links)
• Strong replica symmetry in high-dimensional optimal Bayesian inference (Q2159230) (← links)
• Efficient estimation of linear functionals of principal components (Q2176629) (← links)
• Optimal prediction in the linearly transformed spiked model (Q2176630) (← links)
• Dimensionality determination: a thresholding double ridge ratio approach (Q2178157) (← links)
• Statistical limits of spiked tensor models (Q2179237) (← links)
• Consistent estimation of high-dimensional factor models when the factor number is over-estimated (Q2192324) (← links)
• Fundamental limits of detection in the spiked Wigner model (Q2196197) (← links)
• Convergence of eigenvector empirical spectral distribution of sample covariance matrices (Q2196201) (← links)
• Limiting laws for divergent spiked eigenvalues and largest nonspiked eigenvalue of sample covariance matrices (Q2196219) (← links)
• The noise-sensitivity phase transition in spectral group synchronization over compact groups (Q2197955) (← links)
• Point-to-line last passage percolation and the invariant measure of a system of reflecting Brownian motions (Q2200494) (← links)
• Forecasting large covariance matrix with high-frequency data using factor approach for the correlation matrix (Q2208902) (← links)
• Calculation and properties of zonal polynomials (Q2209263) (← links)
• Spectral radii of products of random rectangular matrices (Q2209318) (← links)
• Generalized four moment theorem and an application to CLT for spiked eigenvalues of high-dimensional covariance matrices (Q2214247) (← links)
• Minimax estimation of large precision matrices with bandable Cholesky factor (Q2215744) (← links)
• Permutation methods for factor analysis and PCA (Q2215761) (← links)
• Linear statistics of random matrix ensembles at the spectrum edge associated with the Airy kernel (Q2230090) (← links)
• Rapid evaluation of the spectral signal detection threshold and Stieltjes transform (Q2230693) (← links)
• Shrinkage estimation of large covariance matrices: keep it simple, statistician? (Q2237812) (← links)
• Large sample autocovariance matrices of linear processes with heavy tails (Q2238893) (← links)
• Point process convergence for the off-diagonal entries of sample covariance matrices (Q2240824) (← 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)
• Shrinkage priors for single-spiked covariance models (Q2244463) (← links)
• A note on identifiability conditions in confirmatory factor analysis (Q2244603) (← links)
• Unsupervised streaming anomaly detection for instrumented infrastructure (Q2247452) (← links)
• Local mutual information for dissimilarity-based image segmentation (Q2251252) (← links)
• High-dimensional mean estimation via \(\ell_1\) penalized normal likelihood (Q2252887) (← links)
• A note on the CLT of the LSS for sample covariance matrix from a spiked population model (Q2252894) (← links)
• Functional CLT of eigenvectors for large sample covariance matrices (Q2254734) (← links)
• Treelets -- an adaptive multi-scale basis for sparse unordered data (Q2271330) (← links)