Two-Step Hypothesis Testing When the Number of Variables Exceeds the Sample Size (Q4921619): Difference between revisions

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+The high-dimension, low-sample-size geometric representation holds under mild conditions
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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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+Geometric Representation of High Dimension, Low Sample Size Data
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+Q5661032
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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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+PCA consistency in high dimension, low sample size context
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+A note on multiple and canonical correlation for a singular covariance matrix
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+A test for the mean vector with fewer observations than the dimension
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+Multivariate analysis of variance with fewer observations than the dimension
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+On singular Wishart and singular multivariate beta distributions
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+Penalized Normal Likelihood and Ridge Regularization of Correlation and Covariance Matrices
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