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Spiked singular values and vectors under extreme aspect ratios - MaRDI portal

Spiked singular values and vectors under extreme aspect ratios (Q6097562)

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scientific article; zbMATH DE number 7692922

Language	Label	Description	Also known as
English	Spiked singular values and vectors under extreme aspect ratios	scientific article; zbMATH DE number 7692922

Statements

scholarly article

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Spiked singular values and vectors under extreme aspect ratios (English)

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Michael J. Feldman

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Journal of Multivariate Analysis

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publication date

5 June 2023

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full work available at URL

https://arxiv.org/abs/2104.15127

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zbMATH Keywords

random matrix

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singular value

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singular vector

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spiked covariance

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spiked model

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MaRDI profile type

MaRDI publication profile

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On the Marchenko-Pastur and circular laws for some classes of random matrices with dependent entries

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Convergence rates to the Marchenko-Pastur type distribution

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No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices

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Spectral analysis of large dimensional random matrices

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Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices

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Eigenvalues of large sample covariance matrices of spiked population models

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The eigenvalues and eigenvectors of finite, low rank perturbations of large random matrices

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The singular values and vectors of low rank perturbations of large rectangular random matrices

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On the principal components of sample covariance matrices

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Convergence of the largest eigenvalue of normalized sample covariance matrices when \(p\) and \(n\) both tend to infinity with their ratio converging to zero

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The Optimal Hard Threshold for Singular Values is <inline-formula> <tex-math notation="TeX">\(4/\sqrt {3}\) </tex-math></inline-formula>

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Bounding the Smallest Singular Value of a Random Matrix Without Concentration

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Limiting spectral distribution of renormalized separable sample covariance matrices when \(p/n\to 0\)

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A useful variant of the Davis–Kahan theorem for statisticians

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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10.1016/J.JMVA.2023.105187

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Sitelinks

Mathematics(1 entry)

mardi Publication:6097562

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