Signal detection in high dimension: the multispiked case (Q2448730): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.5663
@@ Property / arXiv ID: 1210.5663 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4793303
@@ Property / cites work: Q4793303 / rank @@
+Normal rank
@@ Property / cites work @@
+CLT for linear spectral statistics of large-dimensional sample covariance matrices.
+Normal rank
@@ Property / cites work @@
+Corrections to LRT on large-dimensional covariance matrix by RMT
+Normal rank
@@ Property / cites work @@
+Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
+Normal rank
@@ Property / cites work @@
+Eigenvalues of large sample covariance matrices of spiked population models
+Normal rank
@@ Property / cites work @@
+Optimal hypothesis testing for high dimensional covariance matrices
+Normal rank
@@ Property / cites work @@
+Optimal estimation and rank detection for sparse spiked covariance matrices
+Normal rank
@@ Property / cites work @@
+Tests for High-Dimensional Covariance Matrices
@@ Property / cites work: Tests for High-Dimensional Covariance Matrices / rank @@
+Normal rank
@@ Property / cites work @@
+The largest eigenvalues of sample covariance matrices for a spiked population: Diagonal case
+Normal rank
@@ Property / cites work @@
+A Fourier view on the \(R\)-transform and related asymptotics of spherical integrals
+Normal rank
@@ Property / cites work @@
+Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
+Normal rank
@@ Property / cites work @@
+Q5623119
@@ Property / cites work: Q5623119 / rank @@
+Normal rank
@@ Property / cites work @@
+On the distribution of the largest eigenvalue in principal components analysis
+Normal rank
@@ Property / cites work @@
+Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
+Normal rank
@@ Property / cites work @@
+Rank 1 real Wishart spiked model
@@ Property / cites work: Rank 1 real Wishart spiked model / rank @@
+Normal rank
@@ Property / cites work @@
+DETECTION OF WEAK SIGNALS IN HIGH-DIMENSIONAL COMPLEX-VALUED DATA
+Normal rank
@@ Property / cites work @@
+Asymptotic power of sphericity tests for high-dimensional data
+Normal rank
@@ Property / cites work @@
+Signal detection in high dimension: the multispiked case
+Normal rank
@@ Property / cites work @@
+Universality results for the largest eigenvalues of some sample covariance matrix ensembles
+Normal rank
@@ Property / cites work @@
+A high-dimensional test for the equality of the smallest eigenvalues of a covariance matrix
+Normal rank
@@ Property / cites work @@
+On the empirical distribution of eigenvalues of a class of large dimensional random matrices
+Normal rank
@@ Property / cites work @@
+On singular Wishart and singular multivariate beta distributions
+Normal rank
@@ Property / cites work @@
+Asymptotic Statistics
@@ Property / cites work: Asymptotic Statistics / rank @@
+Normal rank
@@ Property / cites work @@
+The largest eigenvalue of real symmetric, Hermitian and Hermitian self-dual random matrix models with rank one external source. I
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2448730