RDS free CLT for spiked eigenvalues of high-dimensional covariance matrices (Q2670788): Difference between revisions

@@ Property / author @@
-Zhi-Dong Bai
@@ Property / author: Zhi-Dong Bai / rank @@
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-Shurong Zheng
@@ Property / author: Shurong Zheng / rank @@
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@@ Property / author @@
+Zhi-Dong Bai
@@ Property / author: Zhi-Dong Bai / rank @@
+Normal rank
@@ Property / author @@
+Shurong Zheng
@@ Property / author: Shurong Zheng / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.spl.2022.109501
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@@ Property / OpenAlex ID @@
+W4223458417
@@ Property / OpenAlex ID: W4223458417 / rank @@
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@@ Property / Wikidata QID @@
+Q114130462
@@ Property / Wikidata QID: Q114130462 / rank @@
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@@ Property / cites work @@
+An Introduction to Random Matrices
@@ Property / cites work: An Introduction to Random Matrices / rank @@
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@@ 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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+Determining the Number of Factors in Approximate Factor Models
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+Spectral analysis of large dimensional random matrices
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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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+Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
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+Eigenvalues of large sample covariance matrices of spiked population models
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+Limiting laws for divergent spiked eigenvalues and largest nonspiked eigenvalue of sample covariance matrices
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+Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Additive Models
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@@ Property / cites work @@
+Generalized four moment theorem and an application to CLT for spiked eigenvalues of high-dimensional covariance matrices
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@@ Property / cites work @@
+Partial generalized four moment theorem revisited
@@ Property / cites work: Partial generalized four moment theorem revisited / rank @@
+Normal rank
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+On the distribution of the largest eigenvalue in principal components analysis
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+Convergence of sample eigenvalues, eigenvectors, and principal component scores for ultra-high dimensional data
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+Testing Hypotheses About the Number of Factors in Large Factor Models
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@@ Property / cites work @@
+Asymptotics of empirical eigenstructure for high dimensional spiked covariance
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@@ Property / cites work @@
+Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension
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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
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