Pages that link to "Item:Q2507762"
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The following pages link to Eigenvalues of large sample covariance matrices of spiked population models (Q2507762):
Displayed 50 items.
- Explaining the single factor bias of arbitrage pricing models in finite samples (Q1934712) (← links)
- On finite rank deformations of Wigner matrices (Q1943320) (← links)
- Partial generalized four moment theorem revisited (Q1983608) (← links)
- Asymptotic joint distribution of extreme eigenvalues and trace of large sample covariance matrix in a generalized spiked population model (Q1996762) (← links)
- Unbounded largest eigenvalue of large sample covariance matrices: asymptotics, fluctuations and applications (Q2002709) (← links)
- Likelihood ratio test for partial sphericity in high and ultra-high dimensions (Q2011514) (← links)
- Universality of approximate message passing algorithms (Q2042851) (← links)
- Eigenvector distribution in the critical regime of BBP transition (Q2073181) (← links)
- A guide for sparse PCA: model comparison and applications (Q2073736) (← links)
- Random matrix theory and its applications (Q2075698) (← links)
- Limiting distribution of the sample canonical correlation coefficients of high-dimensional random vectors (Q2082707) (← links)
- Asymptotic independence of spiked eigenvalues and linear spectral statistics for large sample covariance matrices (Q2091835) (← links)
- CLT for spiked eigenvalues of a sample covariance matrix from high-dimensional Gaussian mean mixtures (Q2101482) (← links)
- Heteroskedastic PCA: algorithm, optimality, and applications (Q2119219) (← links)
- Statistical inference for principal components of spiked covariance matrices (Q2131269) (← links)
- Computational barriers to estimation from low-degree polynomials (Q2149001) (← links)
- Variance variation criterion and consistency in estimating the number of significant signals of high-dimensional PCA (Q2155641) (← links)
- Optimal prediction in the linearly transformed spiked model (Q2176630) (← links)
- Fundamental limits of detection in the spiked Wigner model (Q2196197) (← links)
- Testing in high-dimensional spiked models (Q2196218) (← links)
- Limiting laws for divergent spiked eigenvalues and largest nonspiked eigenvalue of sample covariance matrices (Q2196219) (← links)
- Generalized four moment theorem and an application to CLT for spiked eigenvalues of high-dimensional covariance matrices (Q2214247) (← links)
- Phase transition in random tensors with multiple independent spikes (Q2240871) (← links)
- The limits of the sample spiked eigenvalues for a high-dimensional generalized Fisher matrix and its applications (Q2242854) (← links)
- Testing for subsphericity when \(n\) and \(p\) are of different asymptotic order (Q2244531) (← links)
- A note on the CLT of the LSS for sample covariance matrix from a spiked population model (Q2252894) (← links)
- Tests for covariance matrices in high dimension with less sample size (Q2252902) (← links)
- Edge universality of separable covariance matrices (Q2279318) (← links)
- Modified Pillai's trace statistics for two high-dimensional sample covariance matrices (Q2301119) (← links)
- Sparse principal component analysis with missing observations (Q2318671) (← links)
- Eigenvalue distributions of variance components estimators in high-dimensional random effects models (Q2328062) (← links)
- A note on the limiting spectral distribution of a symmetrized auto-cross covariance matrix (Q2339574) (← links)
- On the Marčenko-Pastur law for linear time series (Q2343959) (← links)
- On the sample covariance matrix estimator of reduced effective rank population matrices, with applications to fPCA (Q2348740) (← links)
- The random matrix regime of Maronna's M-estimator with elliptically distributed samples (Q2350052) (← links)
- Hypergeometric functions of matrix arguments and linear statistics of multi-spiked Hermitian matrix models (Q2350056) (← links)
- On generalized expectation-based estimation of a population spectral distribution from high-dimensional data (Q2352449) (← links)
- Do semidefinite relaxations solve sparse PCA up to the information limit? (Q2352742) (← links)
- Subordination for the sum of two random matrices (Q2354159) (← links)
- Large deviations for weighted empirical mean with outliers (Q2381966) (← links)
- Multiscale geometric methods for data sets. I: Multiscale SVD, noise and curvature. (Q2402490) (← links)
- Optimal shrinkage of eigenvalues in the spiked covariance model (Q2413608) (← links)
- Integration of invariant matrices and moments of inverses of Ginibre and Wishart matrices (Q2438626) (← links)
- Sparse PCA: optimal rates and adaptive estimation (Q2443213) (← links)
- Estimation of the number of spikes, possibly equal, in the high-dimensional case (Q2443265) (← links)
- Signal detection in high dimension: the multispiked case (Q2448730) (← links)
- Random matrix theory in statistics: a review (Q2453609) (← links)
- Limiting spectral distribution of a symmetrized auto-cross covariance matrix (Q2454407) (← links)
- The largest eigenvalue of rank one deformation of large Wigner matrices (Q2472469) (← links)
- Painlevé formulas of the limiting distributions for nonnull complex sample covariance matrices (Q2496927) (← links)