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.

• Edge universality of separable covariance matrices (Q2279318) (← links)
• Distributed estimation of principal eigenspaces (Q2284361) (← links)
• Hypothesis testing on linear structures of high-dimensional covariance matrix (Q2284375) (← links)
• Tracy-Widom limit for Kendall's tau (Q2284382) (← links)
• Estimation of linear projections of non-sparse coefficients in high-dimensional regression (Q2286364) (← links)
• Local law and Tracy-Widom limit for sparse sample covariance matrices (Q2286459) (← links)
• Random orthogonal matrices and the Cayley transform (Q2295044) (← links)
• Compressed covariance estimation with automated dimension learning (Q2300095) (← links)
• Modified Pillai's trace statistics for two high-dimensional sample covariance matrices (Q2301119) (← links)
• Random matrix theory for heavy-tailed time series (Q2314507) (← links)
• A practical approach to adjusting for population stratification in genome-wide association studies: principal components and propensity scores (PCAPS) (Q2324956) (← links)
• The two-to-infinity norm and singular subspace geometry with applications to high-dimensional statistics (Q2328047) (← links)
• Eigenvalue distributions of variance components estimators in high-dimensional random effects models (Q2328062) (← links)
• Testing for independence of large dimensional vectors (Q2328066) (← links)
• A diagnostic criterion for approximate factor structure (Q2330733) (← links)
• Ergodic decomposition for inverse Wishart measures on infinite positive-definite matrices (Q2330842) (← links)
• ROP: matrix recovery via rank-one projections (Q2338922) (← links)
• Universality for the largest eigenvalue of sample covariance matrices with general population (Q2338931) (← links)
• A note on the limiting spectral distribution of a symmetrized auto-cross covariance matrix (Q2339574) (← links)
• The wasteland of random supergravities (Q2340688) (← links)
• Optimal estimation and rank detection for sparse spiked covariance matrices (Q2343031) (← links)
• Data enriched linear regression (Q2346524) (← links)
• On the sample covariance matrix estimator of reduced effective rank population matrices, with applications to fPCA (Q2348740) (← links)
• High-dimensional tests for spherical location and spiked covariance (Q2350053) (← 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)
• Eigenvalues and eigenvectors of heavy-tailed sample covariance matrices with general growth rates: the iid case (Q2359717) (← links)
• Robust low-rank data matrix approximations (Q2360958) (← links)
• SURE-tuned tapering estimation of large covariance matrices (Q2361207) (← links)
• Tracy-Widom limit for the largest eigenvalue of a large class of complex sample covariance matrices (Q2371951) (← links)
• The asymptotic distribution and Berry-Esseen bound of a new test for independence in high dimension with an application to stochastic optimization (Q2378634) (← links)
• Vast volatility matrix estimation for high-frequency financial data (Q2380093) (← links)
• Large deviations for weighted empirical mean with outliers (Q2381966) (← links)
• Principal components selection given extensively many variables (Q2387330) (← links)
• Moderate deviation principles for classical likelihood ratio tests of high-dimensional normal distributions (Q2400815) (← links)
• Multiscale geometric methods for data sets. I: Multiscale SVD, noise and curvature. (Q2402490) (← links)
• Empirical distribution of scaled eigenvalues for product of matrices from the spherical ensemble (Q2407484) (← links)
• Truncated linear statistics associated with the top eigenvalues of random matrices (Q2409996) (← links)
• On the convergence of the extremal eigenvalues of empirical covariance matrices with dependence (Q2413247) (← links)
• Optimal shrinkage of eigenvalues in the spiked covariance model (Q2413608) (← links)
• D-trace estimation of a precision matrix using adaptive lasso penalties (Q2418368) (← links)
• High-dimensional testing for proportional covariance matrices (Q2418529) (← links)
• Hypothesis tests for principal component analysis when variables are standardized (Q2419845) (← links)
• Convergence rate of eigenvector empirical spectral distribution of large Wigner matrices (Q2423201) (← links)
• Exact minimum eigenvalue distribution of an entangled random pure state (Q2427418) (← links)
• Limit theory for the largest eigenvalues of sample covariance matrices with heavy-tails (Q2434470) (← links)
• Optimal hypothesis testing for high dimensional covariance matrices (Q2435246) (← links)
• On the maximal domain of attraction of Tracy-Widom distribution for Gaussian unitary ensembles (Q2435764) (← links)
• Convergence rates of eigenvector empirical spectral distribution of large dimensional sample covariance matrix (Q2438762) (← links)