Pages that link to "Item:Q5004034"
From MaRDI portal
The following pages link to Asymptotics of eigenstructure of sample correlation matrices for high-dimensional spiked models (Q5004034):
Displaying 16 items.
- On eigenvalues of a high-dimensional spatial-sign covariance matrix (Q2073230) (← links)
- CLT for spiked eigenvalues of a sample covariance matrix from high-dimensional Gaussian mean mixtures (Q2101482) (← links)
- Properties of eigenvalues and eigenvectors of large-dimensional sample correlation matrices (Q2108908) (← links)
- Statistical inference for principal components of spiked covariance matrices (Q2131269) (← links)
- CLT for linear spectral statistics of high-dimensional sample covariance matrices in elliptical distributions (Q2146455) (← links)
- Central limit theorem of linear spectral statistics of high-dimensional sample correlation matrices (Q2692519) (← links)
- Asymptotics of eigenprojections of correlation matrices with some applications in principal components analysis (Q4364901) (← links)
- Principal Eigenportfolios for U.S. Equities (Q5092726) (← links)
- A Dichotomous Behavior of Guttman-Kaiser Criterion from Equi-Correlated Normal Population (Q5876942) (← links)
- Asymptotic Theory of Eigenvectors for Random Matrices With Diverging Spikes (Q5885123) (← links)
- The volume of random simplices from elliptical distributions in high dimension (Q6072912) (← links)
- Robust PCA for high‐dimensional data based on characteristic transformation (Q6075186) (← links)
- On eigenvalues of a high-dimensional Kendall's rank correlation matrix with dependence (Q6084694) (← links)
- Spiked multiplicative random matrices and principal components (Q6171643) (← links)
- Log determinant of large correlation matrices under infinite fourth moment (Q6596226) (← links)
- Large sample correlation matrices with unbounded spectrum (Q6656667) (← links)
