Testing Simultaneous Diagonalizability (Q6567946)

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scientific article; zbMATH DE number 7877178

Language	Label	Description	Also known as
English	Testing Simultaneous Diagonalizability	scientific article; zbMATH DE number 7877178

Statements

scholarly article

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Testing Simultaneous Diagonalizability (English)

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Marie-Christine Düker

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David S. Matteson

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Journal of the American Statistical Association

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publication date

5 July 2024

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MaRDI profile type

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Joint EigenValue Decomposition Algorithms Based on First-Order Taylor Expansion

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Estimating the transition matrix of a Markov chain observed at random times

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A comparison of efficient approximations for a weighted sum of chi-squared random variables

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Some Theorems on Quadratic Forms Applied in the Study of Analysis of Variance Problems, I. Effect of Inequality of Variance in the One-Way Classification

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Sparse PCA: optimal rates and adaptive estimation

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ON RANK ESTIMATION IN SYMMETRIC MATRICES: THE CASE OF INDEFINITE MATRIX ESTIMATORS

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Co-Integration and Error Correction: Representation, Estimation, and Testing

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Large Covariance Estimation by Thresholding Principal Orthogonal Complements

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Estimation of functionals of sparse covariance matrices

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An $\ell_{\infty}$ Eigenvector Perturbation Bound and Its Application to Robust Covariance Estimation

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Asymptotic theory for common principal component analysis

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An Algorithm for Simultaneous Orthogonal Transformation of Several Positive Definite Symmetric Matrices to Nearly Diagonal Form

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An approximate test for common principal component subspaces in two groups

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Newton's method for the common eigenvector problem

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A note on generalized Wald's method

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A new Jacobi-like method for joint diagonalization of arbitrary non-defective matrices

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Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models

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Generalized reduced rank tests using the singular value decomposition

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New asymptotic results in principal component analysis

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Consistency of spectral clustering in stochastic block models

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Modified Wald tests under nonregular conditions

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Advanced Time Series Data Analysis

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Finite sample approximation results for principal component analysis: A matrix perturbation approach

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Bootstrap confidence sets for spectral projectors of sample covariance

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Spectral and matrix factorization methods for consistent community detection in multi-layer networks

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Spectral clustering and the high-dimensional stochastic blockmodel

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Partial common principal component subspaces

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Inference for eigenvalues and eigenvectors of Gaussian symmetric matrices

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Bayesian inference for spectral projectors of the covariance matrix

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Limit theorems for eigenvectors of the normalized Laplacian for random graphs

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Asymptotic inference for eigenvectors

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Identifying Cointegration by Eigenanalysis

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Identifiers

10.1080/01621459.2023.2202435

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:6567946

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