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.

• Factor analysis of correlation matrices when the number of random variables exceeds the sample size (Q5880184) (← links)
• Wald Statistics in high-dimensional PCA (Q5881043) (← links)
• Free energy fluctuations of the two-spin spherical SK model at critical temperature (Q5883909) (← links)
• Hermitian and non-Hermitian perturbations of chiral Gaussian <i>β</i>-ensembles (Q5884342) (← links)
• Asymptotic Theory of Eigenvectors for Random Matrices With Diverging Spikes (Q5885123) (← links)
• Biwhitening Reveals the Rank of a Count Matrix (Q5885827) (← links)
• Randomized numerical linear algebra: Foundations and algorithms (Q5887823) (← links)
• Exploring dimension learning via a penalized probabilistic principal component analysis (Q5887975) (← links)
• Asymptotic theory for the sample covariance matrix of a heavy-tailed multivariate time series (Q5962607) (← links)
• On empirical distribution function of high-dimensional Gaussian vector components with an application to multiple testing (Q5963502) (← links)
• Projected principal component analysis in factor models (Q5963521) (← links)
• Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation (Q5965313) (← links)
• Discussion: Latent variable graphical model selection via convex optimization (Q5970644) (← links)
• Discussion: Latent variable graphical model selection via convex optimization (Q5970645) (← links)
• Discussion: Latent variable graphical model selection via convex optimization (Q5970646) (← links)
• Discussion: Latent variable graphical model selection via convex optimization (Q5970647) (← links)
• Discussion: Latent variable graphical model selection via convex optimization (Q5970648) (← links)
• Free energy subadditivity for symmetric random Hamiltonians (Q6042772) (← links)
• \textit{ScreeNOT}: exact MSE-optimal singular value thresholding in correlated noise (Q6046305) (← links)
• Asymptotic behavior of the distributions of eigenvalues for beta-Wishart ensemble under the dispersed population eigenvalues (Q6053881) (← links)
• Reducing subspace models for large‐scale covariance regression (Q6055710) (← links)
• On variable ordination of Cholesky‐based estimation for a sparse covariance matrix (Q6059504) (← links)
• Large-dimensional random matrix theory and its applications in deep learning and wireless communications (Q6063730) (← links)
• High-dimensional regimes of non-stationary Gaussian correlated Wishart matrices (Q6063732) (← links)
• A new approach for ultrahigh-dimensional covariance matrix estimation (Q6067019) (← links)
• Adaptive Tests for Bandedness of High-dimensional Covariance Matrices (Q6069890) (← links)
• A Universal Test on Spikes in a High-Dimensional Generalized Spiked Model and Its Applications (Q6069893) (← links)
• An RIHT statistic for testing the equality of several high-dimensional mean vectors under homoskedasticity (Q6071712) (← links)
• Free Energy Wells and Overlap Gap Property in Sparse PCA (Q6074556) (← links)
• The oriented swap process and last passage percolation (Q6074699) (← links)
• Robust PCA for high‐dimensional data based on characteristic transformation (Q6075186) (← links)
• The moderate deviation principles of likelihood ratio tests under alternative hypothesis (Q6077687) (← links)
• An Eigenvalue Ratio Approach to Inferring Population Structure from Whole Genome Sequencing Data (Q6079780) (← links)
• Extreme eigenvalues of principal minors of random matrices with moment conditions (Q6080793) (← links)
• On eigenvalues of a high-dimensional Kendall's rank correlation matrix with dependence (Q6084694) (← links)
• Cross-Validated Loss-based Covariance Matrix Estimator Selection in High Dimensions (Q6094089) (← links)
• CORRELATION MATRIX OF EQUI-CORRELATED NORMAL POPULATION: FLUCTUATION OF THE LARGEST EIGENVALUE, SCALING OF THE BULK EIGENVALUES, AND STOCK MARKET (Q6095475) (← links)
• Sample canonical correlation coefficients of high-dimensional random vectors with finite rank correlations (Q6103219) (← links)
• Convergence rate to the Tracy-Widom laws for the largest eigenvalue of sample covariance matrices (Q6103980) (← links)
• Behavior of Some Hypothesis Tests for the Covariance Matrix of High Dimensional Data (Q6107046) (← links)
• A Model-free Variable Screening Method Based on Leverage Score (Q6107196) (← links)
• Estimation of the Number of Spiked Eigenvalues in a Covariance Matrix by Bulk Eigenvalue Matching Analysis (Q6107215) (← links)
• Fluctuations of the diagonal entries of a large sample precision matrix (Q6110092) (← links)
• Linear Hypothesis Testing in Linear Models With High-Dimensional Responses (Q6110696) (← links)
• Distributed Estimation for Principal Component Analysis: An Enlarged Eigenspace Analysis (Q6110700) (← links)
• Inference on the maximal rank of time-varying covariance matrices using high-frequency data (Q6117051) (← links)
• On large market asymptotics for spatial price competition models (Q6117774) (← links)
• Bayesian sparse spiked covariance model with a continuous matrix shrinkage prior (Q6121981) (← links)
• Tracy-Widom law for the extreme eigenvalues of large signal-plus-noise matrices (Q6137710) (← links)
• Contiguity under high-dimensional Gaussianity with applications to covariance testing (Q6138900) (← links)