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

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+An Introduction to Random Matrices
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+ESTIMATION OF SPIKED EIGENVALUES IN SPIKED MODELS
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+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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+Generalized four moment theorem and an application to CLT for spiked eigenvalues of high-dimensional covariance matrices
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+Partial generalized four moment theorem revisited
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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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+Asymptotics of empirical eigenstructure for high dimensional spiked covariance
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+Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension
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+Substitution principle for CLT of linear spectral statistics of high-dimensional sample covariance matrices with applications to hypothesis testing
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