Estimation of the number of spikes, possibly equal, in the high-dimensional case (Q2443265): Difference between revisions

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-Jian-feng Yao
@@ Property / author: Jian-feng Yao / rank @@
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+Jian-feng Yao
@@ Property / author: Jian-feng Yao / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
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@@ Property / OpenAlex ID @@
+W2008054949
@@ Property / OpenAlex ID: W2008054949 / rank @@
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@@ Property / arXiv ID @@
+.1364
@@ Property / arXiv ID: 1110.1364 / rank @@
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@@ Property / cites work @@
+Q4420195
@@ Property / cites work: Q4420195 / rank @@
+Normal rank
@@ Property / cites work @@
+Eigenvalues of large sample covariance matrices of spiked population models
+Normal rank
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+Central limit theorems for eigenvalues in a spiked population model
+Normal rank
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+Fluctuations of the extreme eigenvalues of finite rank deformations of random matrices
+Normal rank
@@ Property / cites work @@
+Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
+Normal rank
@@ Property / cites work @@
+Inferring the eigenvalues of covariance matrices from limited, noisy data
+Normal rank
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+On the distribution of the largest eigenvalue in principal components analysis
+Normal rank
@@ Property / cites work @@
+Non-Parametric Detection of the Number of Signals: Hypothesis Testing and Random Matrix Theory
+Normal rank
@@ Property / cites work @@
+Factor modeling for high-dimensional time series: inference for the number of factors
+Normal rank
@@ Property / cites work @@
+Estimation of latent factors for high-dimensional time series
+Normal rank
@@ Property / cites work @@
+Sample Eigenvalue Based Detection of High-Dimensional Signals in White Noise Using Relatively Few Samples
+Normal rank
@@ Property / cites work @@
+Nonparametric Detection of Signals by Information Theoretic Criteria: Performance Analysis and an Improved Estimator
+Normal rank
@@ Property / cites work @@
+Testing Hypotheses About the Number of Factors in Large Factor Models
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@@ Property / cites work @@
+ON DETERMINING THE NUMBER OF SPIKES IN A HIGH-DIMENSIONAL SPIKED POPULATION MODEL
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@@ Property / cites work @@
+Q5449216
@@ Property / cites work: Q5449216 / rank @@
+Normal rank
@@ Property / cites work @@
+Dimension Estimation in Noisy PCA With SURE and Random Matrix Theory
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@@ links / mardi / name / links / mardi / name @@
+Publication:2443265