Wald Statistics in high-dimensional PCA (Q5881043): Difference between revisions

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+Asymptotic chi-square tests for a large class of factor analysis models
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+Asymptotic Theory for Principal Component Analysis
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+Optimal detection of sparse principal components in high dimension
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+Sparse PCA: optimal rates and adaptive estimation
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+Rate-optimal posterior contraction for sparse PCA
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+On the distribution of the largest eigenvalue in principal components analysis
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+On Consistency and Sparsity for Principal Components Analysis in High Dimensions
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+Asymptotics and concentration bounds for bilinear forms of spectral projectors of sample covariance
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+Concentration inequalities and moment bounds for sample covariance operators
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+Normal approximation and concentration of spectral projectors of sample covariance
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+New asymptotic results in principal component analysis
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+Finite sample approximation results for principal component analysis: A matrix perturbation approach
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+Confidence sets for spectral projectors of covariance matrices
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+On Estimation of the Noise Variance in High Dimensional Probabilistic Principal Component Analysis
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+Q5449216
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+Bayesian inference for spectral projectors of the covariance matrix
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+Minimax sparse principal subspace estimation in high dimensions
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+Tests of Statistical Hypotheses Concerning Several Parameters When the Number of Observations is Large
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+Statistical and computational trade-offs in estimation of sparse principal components
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+Asymptotics of empirical eigenstructure for high dimensional spiked covariance
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+Publication:5881043