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.

• Free probability of type B and asymptotics of finite-rank perturbations of random matrices (Q4962390) (← links)
• Sequential subspace change point detection (Q4965650) (← links)
• Testing Independence Among a Large Number of High-Dimensional Random Vectors (Q4975402) (← links)
• Nonsparse Learning with Latent Variables (Q4994162) (← links)
• (Q4998937) (← links)
• (Q4999009) (← links)
• (Q4999045) (← links)
• A semiparametric graphical modelling approach for large-scale equity selection (Q5001189) (← links)
• Asymptotics of eigenstructure of sample correlation matrices for high-dimensional spiked models (Q5004034) (← links)
• Comparison of Correction Factors and Sample Size Required to Test the Equality of the Smallest Eigenvalues in Principal Component Analysis (Q5009658) (← links)
• (Q5011437) (← links)
• Linear differential equations for the resolvents of the classical matrix ensembles (Q5019010) (← links)
• The conjugate gradient algorithm on a general class of spiked covariance matrices (Q5022481) (← links)
• A Cholesky-based estimation for large-dimensional covariance matrices (Q5037036) (← links)
• Large deviations for spectral measures of some spiked matrices (Q5041693) (← links)
• A UNIFORM BOUND ON THE OPERATOR NORM OF SUB-GAUSSIAN RANDOM MATRICES AND ITS APPLICATIONS (Q5059129) (← links)
• Gaussian determinantal processes: A new model for directionality in data (Q5073075) (← links)
• Rates of convergence in conditional covariance matrix with nonparametric entries estimation (Q5077524) (← links)
• Order Determination for Spiked Type Models (Q5089462) (← links)
• Principal Eigenportfolios for U.S. Equities (Q5092726) (← links)
• Joint CLT for top eigenvalues of sample covariance matrices of separable high dimensional long memory processes (Q5092968) (← links)
• Moderate deviations for extreme eigenvalues of beta-Laguerre ensembles (Q5107057) (← links)
• On the distribution of an arbitrary subset of the eigenvalues for some finite dimensional random matrices (Q5108687) (← links)
• Discriminant analysis in small and large dimensions (Q5117960) (← links)
• The Five Trolls Under the Bridge: Principal Component Analysis With Asynchronous and Noisy High Frequency Data (Q5146046) (← links)
• (Q5159443) (← links)
• Matrix Denoising for Weighted Loss Functions and Heterogeneous Signals (Q5162624) (← links)
• Subsampling Algorithms for Semidefinite Programming (Q5168846) (← links)
• Inference from heteroscedastic functional data (Q5189266) (← links)
• Statistical and Knowledge Supported Visualization of Multivariate Data (Q5195006) (← links)
• Singular vector distribution of sample covariance matrices (Q5203898) (← links)
• (Q5214193) (← links)
• (Q5214268) (← links)
• Tuning-parameter selection in regularized estimations of large covariance matrices (Q5222349) (← links)
• Principal Component Analysis of High-Frequency Data (Q5229911) (← links)
• Graph-Guided Banding of the Covariance Matrix (Q5231506) (← links)
• A Geometric Perspective on the Power of Principal Component Association Tests in Multiple Phenotype Studies (Q5242443) (← links)
• Bayesian Regularization for Graphical Models With Unequal Shrinkage (Q5242470) (← links)
• Uniform approximation of eigenvalues in Laguerre and Hermite 𝛽-ensembles by roots of orthogonal polynomials (Q5297038) (← links)
• Geometric Representation of High Dimension, Low Sample Size Data (Q5313460) (← links)
• Testing covariance structure of large-dimensional data based on Wald’s score test (Q5359047) (← links)
• DETECTION OF WEAK SIGNALS IN HIGH-DIMENSIONAL COMPLEX-VALUED DATA (Q5416403) (← links)
• On limiting spectral distribution of large sample covariance matrices by VARMA(p,q) (Q5495699) (← links)
• Large Covariance Estimation by Thresholding Principal Orthogonal Complements (Q5743151) (← links)
• Approximation of the power functions of Roy’s largest root test under general spiked alternatives (Q5860221) (← links)
• Spiked sample covariance matrices with possibly multiple bulk components (Q5860230) (← links)
• Large dimensional analysis of general margin based classification methods (Q5860319) (← links)
• Asymptotic power of the sphericity test under weak and strong factors in a fixed effects panel data model (Q5864652) (← links)
• Recursion scheme for the largest $\beta$ -Wishart–Laguerre eigenvalue and Landauer conductance in quantum transport (Q5872681) (← links)
• Cholesky-based model averaging for covariance matrix estimation (Q5880164) (← links)