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.

• High-dimensional influence measure (Q2438764) (← links)
• Covariance and precision matrix estimation for high-dimensional time series (Q2443210) (← links)
• Sparse PCA: optimal rates and adaptive estimation (Q2443213) (← links)
• A necessary and sufficient condition for edge universality of Wigner matrices (Q2443217) (← links)
• Estimation of the number of spikes, possibly equal, in the high-dimensional case (Q2443265) (← links)
• Asymptotic theory for maximum deviations of sample covariance matrix estimates (Q2447660) (← links)
• Signal detection in high dimension: the multispiked case (Q2448730) (← links)
• Comparison between two types of large sample covariance matrices (Q2451115) (← links)
• Hypothesis testing for high-dimensional covariance matrices (Q2451622) (← links)
• Random matrix theory in statistics: a review (Q2453609) (← links)
• Asymptotic power of likelihood ratio tests for high dimensional data (Q2453893) (← links)
• Universality of covariance matrices (Q2454401) (← links)
• Limiting spectral distribution of a symmetrized auto-cross covariance matrix (Q2454407) (← links)
• On superconvergence of sums of free random variables (Q2456033) (← links)
• Regularized estimation of large covariance matrices (Q2477058) (← links)
• Sparse estimation of large covariance matrices via a nested Lasso penalty (Q2482977) (← links)
• Distribution of eigenvalues and eigenvectors of Wishart matrix when the population eigenvalues are infinitely dispersed and its application to minimax estimation of covariance matrix (Q2485991) (← links)
• Non-white Wishart ensembles (Q2489490) (← links)
• Some strong limit theorems for the largest entries of sample correlation matrices (Q2494587) (← links)
• Painlevé formulas of the limiting distributions for nonnull complex sample covariance matrices (Q2496927) (← links)
• Properties of principal component methods for functional and longitudinal data analysis (Q2500460) (← links)
• Eigenvalues of large sample covariance matrices of spiked population models (Q2507762) (← links)
• Asymptotic linear spectral statistics for spiked Hermitian random matrices (Q2516098) (← links)
• Sparse and low-rank covariance matrix estimation (Q2516376) (← links)
• Counterexamples to the maximal \(p\)-norm multiplicativity conjecture for all \(p>1\) (Q2517965) (← links)
• A two-way analysis of variance model with positive definite interaction for homologous factors (Q2567129) (← links)
• Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices (Q2571691) (← links)
• Statistical analysis on high-dimensional spheres and shape spaces (Q2583415) (← links)
• On the principal components of sample covariance matrices (Q2634905) (← links)
• An exact test about the covariance matrix (Q2637609) (← links)
• From random matrices to stochastic operators (Q2641372) (← links)
• Asymptotically independent U-statistics in high-dimensional testing (Q2656592) (← links)
• Estimation of low-rank matrices via approximate message passing (Q2656598) (← links)
• Asymmetry helps: eigenvalue and eigenvector analyses of asymmetrically perturbed low-rank matrices (Q2656603) (← links)
• Testing high dimensional covariance matrices via posterior Bayes factor (Q2657188) (← links)
• Statistical thresholds for tensor PCA (Q2657928) (← links)
• Asymptotically efficient estimation of smooth functionals of covariance operators (Q2659447) (← links)
• Multidimensional scaling of noisy high dimensional data (Q2659741) (← links)
• Limiting spectral radii of circular unitary matrices under light truncation (Q2664534) (← links)
• Optimal singular value shrinkage for operator norm loss: extending to non-square matrices (Q2670774) (← links)
• RDS free CLT for spiked eigenvalues of high-dimensional covariance matrices (Q2670788) (← links)
• Estimation of Wasserstein distances in the spiked transport model (Q2676937) (← links)
• Tracy-Widom limit for the largest eigenvalue of high-dimensional covariance matrices in elliptical distributions (Q2676949) (← links)
• Central limit theorem of linear spectral statistics of high-dimensional sample correlation matrices (Q2692519) (← links)
• On the eigenstructure of covariance matrices with divergent spikes (Q2692533) (← links)
• A survey on the eigenvalues local behavior of large complex correlated Wishart matrices (Q2786531) (← links)
• Finite \(N\) corrections to the limiting distribution of the smallest eigenvalue of Wishart complex matrices (Q2800839) (← links)
• Testing for high-dimensional geometry in random graphs (Q2830237) (← links)
• Singular value distribution of the propagation matrix in random scattering media (Q2838042) (← links)
• The spectrum of random inner-product kernel matrices (Q2871282) (← links)