Pages that link to "Item:Q644783"
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The following pages link to Eigenvectors of some large sample covariance matrix ensembles (Q644783):
Displaying 19 items.
- Ensemble-based estimates of eigenvector error for empirical covariance matrices (Q5006493) (← links)
- A family of flexible shrinkage estimators for the variances of high-dimensional gene expressions (Q5055168) (← links)
- Learning curves of generic features maps for realistic datasets with a teacher-student model* (Q5055409) (← links)
- Generalization error rates in kernel regression: the crossover from the noiseless to noisy regime* (Q5055412) (← links)
- The Dispersion Bias (Q5080131) (← links)
- Principal Eigenportfolios for U.S. Equities (Q5092726) (← links)
- Limiting Eigenvectors of Outliers for Spiked Information-Plus-Noise Type Matrices (Q5126590) (← links)
- Two sample test for high-dimensional partially paired data (Q5130309) (← links)
- Singular vector distribution of sample covariance matrices (Q5203898) (← links)
- Two short pieces around the Wigner problem (Q5235179) (← links)
- Spiked sample covariance matrices with possibly multiple bulk components (Q5860230) (← links)
- CORRELATION MATRIX OF EQUI-CORRELATED NORMAL POPULATION: FLUCTUATION OF THE LARGEST EIGENVALUE, SCALING OF THE BULK EIGENVALUES, AND STOCK MARKET (Q6095475) (← links)
- Optimal cleaning for singular values of cross-covariance matrices (Q6103997) (← links)
- High-Dimensional Analysis of Double Descent for Linear Regression with Random Projections (Q6151666) (← links)
- High-dimensional covariance matrix estimation (Q6601084) (← links)
- High-dimensional covariance matrices under dynamic volatility models: asymptotics and shrinkage estimation (Q6608678) (← links)
- Large Dynamic Covariance Matrices (Q6634867) (← links)
- Matrix denoising: Bayes-optimal estimators via low-degree polynomials (Q6635291) (← links)
- A consistent estimator for confounding strength (Q6652702) (← links)
