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.

• On estimation in the reduced-rank regression with a large number of responses and predictors (Q495393) (← links)
• Extreme value analysis for the sample autocovariance matrices of heavy-tailed multivariate time series (Q508723) (← links)
• High-dimensional rank tests for sphericity (Q512015) (← links)
• Cleaning large correlation matrices: tools from random matrix theory (Q521794) (← links)
• Spectral radii of large non-Hermitian random matrices (Q521971) (← links)
• Considering Horn's parallel analysis from a random matrix theory point of view (Q525237) (← links)
• Estimation of (near) low-rank matrices with noise and high-dimensional scaling (Q548547) (← links)
• VC dimensions of principal component analysis (Q603853) (← links)
• On information plus noise kernel random matrices (Q605943) (← links)
• Statistical inference for functional relationship between the specified and the remainder populations (Q614520) (← links)
• On the distribution of the ratio of the largest eigenvalue to the trace of a Wishart matrix (Q618160) (← links)
• High-dimensionality effects in the Markowitz problem and other quadratic programs with linear constraints: risk underestimation (Q620558) (← links)
• Convergence and prediction of principal component scores in high-dimensional settings (Q620562) (← links)
• Statistical distribution of quantum entanglement for a random bipartite state (Q629889) (← links)
• On a model selection problem from high-dimensional sample covariance matrices (Q634554) (← links)
• Limiting laws of coherence of random matrices with applications to testing covariance structure and construction of compressed sensing matrices (Q638800) (← links)
• Eigenvectors of some large sample covariance matrix ensembles (Q644783) (← links)
• Central limit theorem for Hotelling's \(T^{2}\) statistic under large dimension (Q655585) (← links)
• Random tensor theory: Extending random matrix theory to mixtures of random product states (Q664332) (← links)
• Exact distributional computations for Roy's statistic and the largest eigenvalue of a Wishart distribution (Q692963) (← links)
• Test for bandedness of high-dimensional covariance matrices and bandwidth estimation (Q693724) (← links)
• Edge universality of correlation matrices (Q693745) (← links)
• Partial estimation of covariance matrices (Q714954) (← links)
• Large complex correlated Wishart matrices: fluctuations and asymptotic independence at the edges (Q726805) (← links)
• Central limit theorems for eigenvalues in a spiked population model (Q731681) (← links)
• Exact and asymptotic tests on a factor model in low and large dimensions with applications (Q739589) (← links)
• A distance-based, misclassification rate adjusted classifier for multiclass, high-dimensional data (Q741160) (← links)
• Sampled forms of functional PCA in reproducing kernel Hilbert spaces (Q741794) (← links)
• Local expectations of the population spectral distribution of a high-dimensional covariance matrix (Q744778) (← links)
• A robust test for sphericity of high-dimensional covariance matrices (Q746886) (← links)
• Effective PCA for high-dimension, low-sample-size data with noise reduction via geometric representations (Q764487) (← links)
• On sample eigenvalues in a generalized spiked population model (Q765838) (← links)
• Principal components in linear mixed models with general bulk (Q820811) (← links)
• Central limit theorem for linear spectral statistics of general separable sample covariance matrices with applications (Q826962) (← links)
• Goodness-of-fit test for latent block models (Q829718) (← links)
• Bayesian regularization of Gaussian graphical models with measurement error (Q830423) (← links)
• High-dimensional analysis of semidefinite relaxations for sparse principal components (Q834367) (← links)
• The largest sample eigenvalue distribution in the rank 1 quaternionic spiked model of Wishart ensemble (Q838000) (← links)
• The spectrum of kernel random matrices (Q847627) (← links)
• Estimation of high-dimensional prior and posterior covariance matrices in Kalman filter vari\-ants (Q864265) (← links)
• A rate of convergence result for the largest eigenvalue of complex white Wishart matrices (Q874730) (← links)
• Regularization in statistics (Q882931) (← links)
• Minimax estimation in sparse canonical correlation analysis (Q888508) (← links)
• Strong limit of the extreme eigenvalues of a symmetrized auto-cross covariance matrix (Q894819) (← links)
• Approximation of rectangular beta-Laguerre ensembles and large deviations (Q895890) (← links)
• Distribution of the largest root of a matrix for Roy's test in multivariate analysis of variance (Q900830) (← links)
• High dimensional posterior convergence rates for decomposable graphical models (Q902216) (← links)
• A note on biorthogonal ensembles (Q935072) (← links)
• Extremal theory for spectrum of random discrete Schrödinger operator. I: Asymptotic expansion formulas (Q937093) (← links)
• Asymptotic results in canonical discriminant analysis when the dimension is large compared to the sample size (Q947247) (← links)