Pages that link to "Item:Q2507762"
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The following pages link to Eigenvalues of large sample covariance matrices of spiked population models (Q2507762):
Displayed 50 items.
- Is there an optimal forecast combination? (Q134084) (← links)
- Bi-cross-validation of the SVD and the nonnegative matrix factorization (Q159675) (← links)
- Limits of spiked random matrices. I (Q365716) (← links)
- Minimax bounds for sparse PCA with noisy high-dimensional data (Q366956) (← links)
- Asymptotic power of sphericity tests for high-dimensional data (Q366967) (← links)
- Additive/multiplicative free subordination property and limiting eigenvectors of spiked additive deformations of Wigner matrices and spiked sample covariance matrices (Q376265) (← links)
- Erratum to: Outliers in the spectrum of iid matrices with bounded rank perturbations (Q377530) (← links)
- Optimal detection of sparse principal components in high dimension (Q385763) (← links)
- Correlation tests for high-dimensional data using extended cross-data-matrix methodology (Q391612) (← links)
- Reconstruction of a low-rank matrix in the presence of Gaussian noise (Q391623) (← links)
- PCA consistency for the power spiked model in high-dimensional settings (Q391897) (← links)
- PCA and eigen-inference for a spiked covariance model with largest eigenvalues of same asymptotic order (Q398204) (← links)
- Learning a factor model via regularized PCA (Q399883) (← links)
- The largest eigenvalue of real symmetric, Hermitian and Hermitian self-dual random matrix models with rank one external source. I (Q411523) (← links)
- On the border of extreme and mild spiked models in the HDLSS framework (Q413760) (← links)
- Boundary behavior in high dimension, low sample size asymptotics of PCA (Q432317) (← links)
- The singular values and vectors of low rank perturbations of large rectangular random matrices (Q444963) (← links)
- The eigenvalues and eigenvectors of finite, low rank perturbations of large random matrices (Q531808) (← links)
- Convergence and prediction of principal component scores in high-dimensional settings (Q620562) (← links)
- Central limit theorems for eigenvalues in a spiked population model (Q731681) (← links)
- A distance-based, misclassification rate adjusted classifier for multiclass, high-dimensional data (Q741160) (← links)
- Effective PCA for high-dimension, low-sample-size data with noise reduction via geometric representations (Q764487) (← links)
- On sample eigenvalues in a generalized spiked population model (Q765838) (← links)
- High-dimensional analysis of semidefinite relaxations for sparse principal components (Q834367) (← links)
- The largest sample eigenvalue distribution in the rank 1 quaternionic spiked model of Wishart ensemble (Q838000) (← links)
- The spectrum of kernel random matrices (Q847627) (← links)
- A rate of convergence result for the largest eigenvalue of complex white Wishart matrices (Q874730) (← links)
- No eigenvalues outside the support of the limiting empirical spectral distribution of a separable covariance matrix (Q958905) (← links)
- Universality in complex Wishart ensembles for general covariance matrices with 2 distinct eigenvalues (Q962215) (← links)
- Effective PCA for high-dimension, low-sample-size data with singular value decomposition of cross data matrix (Q990890) (← links)
- Spectrum estimation for large dimensional covariance matrices using random matrix theory (Q1000306) (← links)
- Finite sample approximation results for principal component analysis: A matrix perturbation approach (Q1000307) (← links)
- Statistical eigen-inference from large Wishart matrices (Q1000310) (← links)
- The largest eigenvalues of finite rank deformation of large Wigner matrices: Convergence and nonuniversality of the fluctuations (Q1011149) (← links)
- Universality results for the largest eigenvalues of some sample covariance matrix ensembles (Q1017885) (← links)
- PCA consistency in high dimension, low sample size context (Q1043724) (← links)
- Singular value decomposition of large random matrices (for two-way classification of microarrays) (Q1049547) (← links)
- Explaining the single factor bias of arbitrage pricing models in finite samples (Q1934712) (← links)
- On finite rank deformations of Wigner matrices (Q1943320) (← links)
- A note on the CLT of the LSS for sample covariance matrix from a spiked population model (Q2252894) (← links)
- Tests for covariance matrices in high dimension with less sample size (Q2252902) (← links)
- Large deviations for weighted empirical mean with outliers (Q2381966) (← links)
- Integration of invariant matrices and moments of inverses of Ginibre and Wishart matrices (Q2438626) (← links)
- Sparse PCA: optimal rates and adaptive estimation (Q2443213) (← links)
- Estimation of the number of spikes, possibly equal, in the high-dimensional case (Q2443265) (← links)
- Signal detection in high dimension: the multispiked case (Q2448730) (← links)
- Random matrix theory in statistics: a review (Q2453609) (← links)
- Limiting spectral distribution of a symmetrized auto-cross covariance matrix (Q2454407) (← links)
- The largest eigenvalue of rank one deformation of large Wigner matrices (Q2472469) (← links)
- Painlevé formulas of the limiting distributions for nonnull complex sample covariance matrices (Q2496927) (← links)