Asymptotic independence of spiked eigenvalues and linear spectral statistics for large sample covariance matrices (Q2091835): Difference between revisions

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-Shurong Zheng
@@ Property / author: Shurong Zheng / rank @@
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-Ping-Shou Zhong
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-Normal rank
@@ Property / author @@
+Shurong Zheng
@@ Property / author: Shurong Zheng / rank @@
+Normal rank
@@ Property / author @@
+Ping-Shou Zhong
@@ Property / author: Ping-Shou Zhong / rank @@
+Normal rank
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+ESTIMATION OF SPIKED EIGENVALUES IN SPIKED MODELS
@@ Property / cites work: ESTIMATION OF SPIKED EIGENVALUES IN SPIKED MODELS / rank @@
+Normal rank
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+Spectral analysis of large dimensional random matrices
+Normal rank
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+Central limit theorems for eigenvalues in a spiked population model
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+On sample eigenvalues in a generalized spiked population model
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+On asymptotics of eigenvectors of large sample covariance matrix
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+No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices
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+Exact separation of eigenvalues of large dimensional sample covariance matrices
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+CLT for linear spectral statistics of large-dimensional sample covariance matrices.
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+Ferromagnetic to paramagnetic transition in spherical spin glass
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+Eigenvalues of large sample covariance matrices of spiked population models
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@@ Property / cites work @@
+Q4836494
@@ Property / cites work: Q4836494 / rank @@
+Normal rank
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+Two-Sample Covariance Matrix Testing and Support Recovery in High-Dimensional and Sparse Settings
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+Limiting laws for divergent spiked eigenvalues and largest nonspiked eigenvalue of sample covariance matrices
+Normal rank
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+Generalized four moment theorem and an application to CLT for spiked eigenvalues of high-dimensional covariance matrices
+Normal rank
@@ Property / cites work @@
+Partial generalized four moment theorem revisited
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+Normal rank
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+On the distribution of the largest eigenvalue in principal components analysis
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+PCA consistency in high dimension, low sample size context
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+Two sample tests for high-dimensional covariance matrices
+Normal rank
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+Asymptotic joint distribution of extreme eigenvalues and trace of large sample covariance matrix in a generalized spiked population model
+Normal rank
@@ Property / cites work @@
+Improved Estimation of Eigenvalues and Eigenvectors of Covariance Matrices Using Their Sample Estimates
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+Gaussian fluctuations for linear spectral statistics of large random covariance matrices
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+Comparison between two types of large sample covariance matrices
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+Central limit theorem for signal-to-interference ratio of reduced rank linear receiver
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+Q5449216
@@ Property / cites work: Q5449216 / rank @@
+Normal rank
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+Random matrix theory in statistics: a review
@@ Property / cites work: Random matrix theory in statistics: a review / rank @@
+Normal rank
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+Asymptotics of empirical eigenstructure for high dimensional spiked covariance
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@@ Property / cites work @@
+Large Sample Covariance Matrices and High-Dimensional Data Analysis
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+Effective PCA for high-dimension, low-sample-size data with noise reduction via geometric representations
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@@ Property / cites work @@
+Substitution principle for CLT of linear spectral statistics of high-dimensional sample covariance matrices with applications to hypothesis testing
+Normal rank
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+Publication:2091835