Pages that link to "Item:Q1848863"
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The following pages link to On the distribution of the largest eigenvalue in principal components analysis (Q1848863):
Displaying 50 items.
- Optimal covariance change point localization in high dimensions (Q97725) (← links)
- Estimating sufficient reductions of the predictors in abundant high-dimensional regressions (Q116954) (← links)
- Confidence intervals for high-dimensional inverse covariance estimation (Q117382) (← links)
- Asymptotic properties of principal component analysis and shrinkage-bias adjustment under the generalized spiked population model (Q131450) (← links)
- Latent variable graphical model selection via convex optimization (Q132216) (← links)
- Two sample tests for high-dimensional covariance matrices (Q150754) (← links)
- Bi-cross-validation of the SVD and the nonnegative matrix factorization (Q159675) (← links)
- Higher criticism for large-scale inference, especially for rare and weak effects (Q254401) (← links)
- On the condition number of the critically-scaled Laguerre unitary ensemble (Q262100) (← links)
- Supervised singular value decomposition and its asymptotic properties (Q268716) (← links)
- On the Tracy-Widom approximation of Studentized extreme eigenvalues of Wishart matrices (Q272083) (← links)
- Some new results on the eigenvalues of complex non-central Wishart matrices with a rank-1 mean (Q290695) (← links)
- Adaptive shrinkage of singular values (Q294253) (← links)
- High dimensional covariance matrix estimation using a factor model (Q299275) (← links)
- Kernel spectral clustering of large dimensional data (Q302428) (← links)
- Gaussian fluctuations for linear spectral statistics of large random covariance matrices (Q303975) (← links)
- On the scaling limits of determinantal point processes with kernels induced by Sturm-Liouville operators (Q308696) (← links)
- The Tracy-Widom law for the largest eigenvalue of F type matrices (Q309724) (← links)
- Discriminant analysis on high dimensional Gaussian copula model (Q310646) (← links)
- Moderate deviation principles for eigenvalues of \(\beta\)-Hermite and \(\beta\)-Laguerre ensembles with \(\beta \to \infty\) (Q312083) (← links)
- Limits of spiked random matrices. II (Q317482) (← links)
- Tests for large-dimensional covariance structure based on Rao's score test (Q321908) (← links)
- The role of the isotonizing algorithm in Stein's covariance matrix estimator (Q333380) (← links)
- Regularized LRT for large scale covariance matrices: one sample problem (Q338414) (← links)
- Sparse principal component analysis and iterative thresholding (Q355104) (← links)
- Limits of spiked random matrices. I (Q365716) (← links)
- Asymptotic power of sphericity tests for high-dimensional data (Q366967) (← links)
- On the sphericity test with large-dimensional observations (Q367207) (← links)
- Additive/multiplicative free subordination property and limiting eigenvectors of spiked additive deformations of Wigner matrices and spiked sample covariance matrices (Q376265) (← links)
- Optimal detection of sparse principal components in high dimension (Q385763) (← links)
- Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions (Q385782) (← links)
- Target detection and characterization from electromagnetic induction data (Q386254) (← links)
- The holonomic gradient method for the distribution function of the largest root of a Wishart matrix (Q391611) (← links)
- Correlation tests for high-dimensional data using extended cross-data-matrix methodology (Q391612) (← links)
- Reconstruction of a low-rank matrix in the presence of Gaussian noise (Q391623) (← links)
- PCA consistency for the power spiked model in high-dimensional settings (Q391897) (← links)
- Estimation of the population spectral distribution from a large dimensional sample covariance matrix (Q394089) (← links)
- High-dimensional covariance matrix estimation with missing observations (Q395991) (← links)
- PCA and eigen-inference for a spiked covariance model with largest eigenvalues of same asymptotic order (Q398204) (← links)
- Learning a factor model via regularized PCA (Q399883) (← links)
- Accuracy of the Tracy-Widom limits for the extreme eigenvalues in white Wishart matrices (Q408106) (← links)
- Anisotropic diffusion on sub-manifolds with application to Earth structure classification (Q412409) (← links)
- On the border of extreme and mild spiked models in the HDLSS framework (Q413760) (← links)
- Boundary behavior in high dimension, low sample size asymptotics of PCA (Q432317) (← links)
- Pattern recognition based on canonical correlations in a high dimension low sample size context (Q444992) (← links)
- Noisy matrix decomposition via convex relaxation: optimal rates in high dimensions (Q447861) (← links)
- Covariance estimation: the GLM and regularization perspectives (Q449843) (← links)
- Covariance matrix estimation for stationary time series (Q450046) (← links)
- Batch latency analysis and phase transitions for a tandem of queues with exponentially distributed service times (Q475139) (← links)
- Detection, reconstruction, and characterization algorithms from noisy data in multistatic wave imaging (Q479102) (← links)
