Eigenvalue distributions of variance components estimators in high-dimensional random effects models
DOI10.1214/18-AOS1767zbMath1431.62066arXiv1607.02201OpenAlexW2964439681WikidataQ92966567 ScholiaQ92966567MaRDI QIDQ2328062
Publication date: 9 October 2019
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1607.02201
random matrix theoryfree probabilitycovariance estimationdeterministic equivalentsMarcenko-Pastur equation
Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Random matrices (probabilistic aspects) (60B20) Eigenvalues, singular values, and eigenvectors (15A18) Analysis of variance and covariance (ANOVA) (62J10)
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