Pages that link to "Item:Q2039807"

The following pages link to Spiked separable covariance matrices and principal components (Q2039807):

Displaying 20 items.

• Design-free estimation of integrated covariance matrices for high-frequency data (Q2078572) (← links)
• Edge statistics of large dimensional deformed rectangular matrices (Q2079603) (← links)
• Limiting distribution of the sample canonical correlation coefficients of high-dimensional random vectors (Q2082707) (← links)
• Ratio-consistent estimation for long range dependent Toeplitz covariance with application to matrix data whitening (Q2084468) (← links)
• CLT for spiked eigenvalues of a sample covariance matrix from high-dimensional Gaussian mean mixtures (Q2101482) (← links)
• Statistical inference for principal components of spiked covariance matrices (Q2131269) (← links)
• Rapid evaluation of the spectral signal detection threshold and Stieltjes transform (Q2230693) (← links)
• Edge universality of separable covariance matrices (Q2279318) (← links)
• Separable covariance arrays via the Tucker product, with applications to multivariate relational data (Q2634082) (← links)
• On the principal components of sample covariance matrices (Q2634905) (← links)
• Information criteria for latent factor models: a study on factor pervasiveness and adaptivity (Q2688660) (← links)
• The conjugate gradient algorithm on a general class of spiked covariance matrices (Q5022481) (← links)
• Joint CLT for top eigenvalues of sample covariance matrices of separable high dimensional long memory processes (Q5092968) (← links)
• Sample canonical correlation coefficients of high-dimensional random vectors: Local law and Tracy–Widom limit (Q6063733) (← links)
• Sample canonical correlation coefficients of high-dimensional random vectors with finite rank correlations (Q6103219) (← links)
• Local laws for multiplication of random matrices (Q6165245) (← links)
• Spiked multiplicative random matrices and principal components (Q6171643) (← links)
• Spiked eigenvalues of noncentral Fisher matrix with applications (Q6635730) (← links)
• Data-driven optimal shrinkage of singular values under high-dimensional noise with separable covariance structure with application (Q6652566) (← links)
• Linear spectral statistics of eigenvectors of anisotropic sample covariance matrices (Q6663955) (← links)