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 asymptotic expansions for the distributions of canonical correlations (Q958920) (← links)
• Universality in complex Wishart ensembles for general covariance matrices with 2 distinct eigenvalues (Q962215) (← links)
• Approximate null distribution of the largest root in multivariate analysis (Q965131) (← links)
• A spectral graph approach to discovering genetic ancestry (Q977631) (← links)
• False alarm rate estimation for information-theoretic-based source enumeration methods (Q983786) (← links)
• A universality result for the smallest eigenvalues of certain sample covariance matrices (Q987363) (← links)
• Random matrices: The distribution of the smallest singular values (Q987365) (← links)
• Testing conditional independence using maximal nonlinear conditional correlation (Q987998) (← links)
• Optimal rates of convergence for covariance matrix estimation (Q988000) (← links)
• Effective PCA for high-dimension, low-sample-size data with singular value decomposition of cross data matrix (Q990890) (← links)
• Covariance regularization by thresholding (Q1000302) (← links)
• Multivariate analysis and Jacobi ensembles: largest eigenvalue, Tracy-Widom limits and rates of convergence (Q1000304) (← links)
• Spectrum estimation for large dimensional covariance matrices using random matrix theory (Q1000306) (← links)
• Finite sample approximation results for principal component analysis: A matrix perturbation approach (Q1000307) (← links)
• Statistical eigen-inference from large Wishart matrices (Q1000310) (← links)
• Asymptotic expansions of test statistics for dimensionality and additional information in canonical correlation analysis when the dimension is large (Q1006670) (← links)
• The largest eigenvalues of finite rank deformation of large Wigner matrices: Convergence and nonuniversality of the fluctuations (Q1011149) (← links)
• Universality results for the largest eigenvalues of some sample covariance matrix ensembles (Q1017885) (← links)
• Approximation of Haar distributed matrices and limiting distributions of eigenvalues of Jacobi ensembles (Q1017901) (← links)
• High-dimensional asymptotic expansion of LR statistic for testing intraclass correlation structure and its error bound (Q1041067) (← links)
• PCA consistency in high dimension, low sample size context (Q1043724) (← links)
• Scaled limit and rate of convergence for the largest eigenvalue from the generalized Cauchy random matrix ensemble (Q1047149) (← links)
• Singular value decomposition of large random matrices (for two-way classification of microarrays) (Q1049547) (← links)
• Concentration of measure and spectra of random matrices: applications to correlation matrices, elliptical distributions and beyond (Q1049567) (← links)
• Some applications of Watson's perturbation approach to random matrices (Q1369663) (← links)
• Alternation of different fluctuation regimes in the stock market dynamics (Q1414494) (← links)
• On a spiked model for large volatility matrix estimation from noisy high-frequency data (Q1615279) (← links)
• Asymptotics for high dimensional regression \(M\)-estimates: fixed design results (Q1626624) (← links)
• Analysis of dynamic correlation of Japanese stock returns with network clustering (Q1627816) (← links)
• Almost sure convergence of the largest and smallest eigenvalues of high-dimensional sample correlation matrices (Q1639676) (← links)
• High dimensional random walks can appear low dimensional: application to influenza H3N2 evolution (Q1642519) (← links)
• Consistency of AIC and BIC in estimating the number of significant components in high-dimensional principal component analysis (Q1650069) (← links)
• Recent developments in high dimensional covariance estimation and its related issues, a review (Q1657856) (← links)
• High dimensional covariance matrix estimation by penalizing the matrix-logarithm transformed likelihood (Q1658345) (← links)
• Testing the order of a population spectral distribution for high-dimensional data (Q1659483) (← links)
• Robust estimation of precision matrices under cellwise contamination (Q1660231) (← links)
• Asymptotic performance of PCA for high-dimensional heteroscedastic data (Q1661372) (← links)
• A necessary and sufficient condition for edge universality at the largest singular values of covariance matrices (Q1661567) (← links)
• Spectral radii of truncated circular unitary matrices (Q1674407) (← links)
• Complex outliers of Hermitian random matrices (Q1692249) (← links)
• Limit theorems for longest monotone subsequences in random Mallows permutations (Q1700399) (← links)
• Non-intersecting Brownian bridges and the Laguerre orthogonal ensemble (Q1700403) (← links)
• Limiting distributions of spectral radii for product of matrices from the spherical ensemble (Q1706533) (← links)
• \(e\)PCA: high dimensional exponential family PCA (Q1728639) (← links)
• High-dimensional covariance matrices in elliptical distributions with application to spherical test (Q1731770) (← links)
• Canonical correlation coefficients of high-dimensional Gaussian vectors: finite rank case (Q1731774) (← links)
• A smooth transition from Wishart to GOE (Q1741889) (← links)
• On the domain of attraction of a Tracy-Widom law with applications to testing multiple largest roots (Q1742738) (← links)
• Estimating tail probabilities of the ratio of the largest eigenvalue to the trace of a Wishart matrix (Q1750003) (← links)
• Optimal estimation of a large-dimensional covariance matrix under Stein's loss (Q1750102) (← links)