Pages that link to "Item:Q644783"
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The following pages link to Eigenvectors of some large sample covariance matrix ensembles (Q644783):
Displaying 50 items.
- Asymptotic properties of principal component analysis and shrinkage-bias adjustment under the generalized spiked population model (Q131450) (← links)
- Nonlinear shrinkage estimation of large-dimensional covariance matrices (Q149570) (← links)
- An adaptable generalization of Hotelling's $T^2$ test in high dimension (Q151159) (← links)
- Nonparametric eigenvalue-regularized precision or covariance matrix estimator (Q292867) (← links)
- Additive/multiplicative free subordination property and limiting eigenvectors of spiked additive deformations of Wigner matrices and spiked sample covariance matrices (Q376265) (← links)
- Estimating high dimensional covariance matrices: a new look at the Gaussian conjugate framework (Q406528) (← links)
- Cleaning large correlation matrices: tools from random matrix theory (Q521794) (← links)
- Numerical implementation of the QuEST function (Q1658388) (← links)
- High-dimensional asymptotics of prediction: ridge regression and classification (Q1747738) (← links)
- Optimal estimation of a large-dimensional covariance matrix under Stein's loss (Q1750102) (← links)
- On the dimension effect of regularized linear discriminant analysis (Q1786573) (← links)
- Estimation of two high-dimensional covariance matrices and the spectrum of their ratio (Q1795566) (← links)
- Fusing data depth with complex networks: community detection with prior information (Q2002721) (← links)
- Subordination methods for free deconvolution (Q2028948) (← links)
- Spectral measures of spiked random matrices (Q2031018) (← links)
- Spiked separable covariance matrices and principal components (Q2039807) (← links)
- Recent advances in shrinkage-based high-dimensional inference (Q2062777) (← links)
- Design-free estimation of integrated covariance matrices for high-frequency data (Q2078572) (← links)
- Copula shrinkage and portfolio allocation in ultra-high dimensions (Q2098001) (← links)
- CLT for spiked eigenvalues of a sample covariance matrix from high-dimensional Gaussian mean mixtures (Q2101482) (← links)
- Properties of eigenvalues and eigenvectors of large-dimensional sample correlation matrices (Q2108908) (← links)
- Projection-based high-dimensional sign test (Q2131148) (← links)
- Surprises in high-dimensional ridgeless least squares interpolation (Q2131262) (← links)
- Quadratic shrinkage for large covariance matrices (Q2137029) (← links)
- Improving portfolios global performance using a cleaned and robust covariance matrix estimate (Q2153647) (← links)
- Ridge-type linear shrinkage estimation of the mean matrix of a high-dimensional normal distribution (Q2181723) (← links)
- Convergence of eigenvector empirical spectral distribution of sample covariance matrices (Q2196201) (← links)
- High-dimensional general linear hypothesis tests via non-linear spectral shrinkage (Q2203614) (← links)
- Analytical nonlinear shrinkage of large-dimensional covariance matrices (Q2215772) (← links)
- Shrinkage estimation of large covariance matrices: keep it simple, statistician? (Q2237812) (← links)
- NOVELIST estimator of large correlation and covariance matrices and their inverses (Q2273174) (← links)
- High dimensional deformed rectangular matrices with applications in matrix denoising (Q2278666) (← links)
- Empirical spectral distribution of a matrix under perturbation (Q2312772) (← links)
- Eigenvalue distributions of variance components estimators in high-dimensional random effects models (Q2328062) (← links)
- Spectrum estimation: a unified framework for covariance matrix estimation and PCA in large dimensions (Q2350071) (← links)
- Optimal shrinkage of eigenvalues in the spiked covariance model (Q2413608) (← links)
- Comparison between two types of large sample covariance matrices (Q2451115) (← links)
- Random matrix theory in statistics: a review (Q2453609) (← links)
- Estimation of high-dimensional integrated covariance matrix based on noisy high-frequency data with multiple observations (Q2657980) (← links)
- Free dynamics of feature learning processes (Q2679634) (← links)
- On the eigenstructure of covariance matrices with divergent spikes (Q2692533) (← links)
- Most powerful test against a sequence of high dimensional local alternatives (Q2697980) (← links)
- Eigenvector dynamics under free addition (Q2930542) (← links)
- Analytic solution to variance optimization with no short positions (Q3302932) (← links)
- Statistical diagonalization of a random biased Hamiltonian: the case of the eigenvectors (Q4629595) (← links)
- A family of flexible shrinkage estimators for the variances of high-dimensional gene expressions (Q5055168) (← links)
- Learning curves of generic features maps for realistic datasets with a teacher-student model* (Q5055409) (← links)
- Generalization error rates in kernel regression: the crossover from the noiseless to noisy regime* (Q5055412) (← links)
- The Dispersion Bias (Q5080131) (← links)
- Principal Eigenportfolios for U.S. Equities (Q5092726) (← links)
