Pages that link to "Item:Q765838"

The following pages link to On sample eigenvalues in a generalized spiked population model (Q765838):

Displaying 48 items.

• Asymptotic properties of principal component analysis and shrinkage-bias adjustment under the generalized spiked population model (Q131450) (← links)
• Principal components in linear mixed models with general bulk (Q820811) (← links)
• On a spiked model for large volatility matrix estimation from noisy high-frequency data (Q1615279) (← links)
• A supplement on CLT for LSS under a large dimensional generalized spiked covariance model (Q1642248) (← links)
• Consistency of AIC and BIC in estimating the number of significant components in high-dimensional principal component analysis (Q1650069) (← links)
• Asymptotic performance of PCA for high-dimensional heteroscedastic data (Q1661372) (← 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)
• Subspace estimation from unbalanced and incomplete data matrices: \({\ell_{2,\infty}}\) statistical guarantees (Q2039795) (← links)
• Eigenvector distribution in the critical regime of BBP transition (Q2073181) (← links)
• Large sample correlation matrices: a comparison theorem and its applications (Q2082651) (← 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)
• Variance variation criterion and consistency in estimating the number of significant signals of high-dimensional PCA (Q2155641) (← links)
• A generalized information criterion for high-dimensional PCA rank selection (Q2165846) (← links)
• Optimal prediction in the linearly transformed spiked model (Q2176630) (← links)
• Sequential testing for structural stability in approximate factor models (Q2186663) (← links)
• Fundamental limits of detection in the spiked Wigner model (Q2196197) (← links)
• Generalized four moment theorem and an application to CLT for spiked eigenvalues of high-dimensional covariance matrices (Q2214247) (← links)
• The limits of the sample spiked eigenvalues for a high-dimensional generalized Fisher matrix and its applications (Q2242854) (← links)
• A note on the CLT of the LSS for sample covariance matrix from a spiked population model (Q2252894) (← links)
• Eigenvalue distributions of variance components estimators in high-dimensional random effects models (Q2328062) (← links)
• Fundamental limits of weak recovery with applications to phase retrieval (Q2420637) (← links)
• Random matrix theory in statistics: a review (Q2453609) (← links)
• Asymptotic linear spectral statistics for spiked Hermitian random matrices (Q2516098) (← links)
• On the principal components of sample covariance matrices (Q2634905) (← links)
• Singular vector and singular subspace distribution for the matrix denoising model (Q2656600) (← links)
• RDS free CLT for spiked eigenvalues of high-dimensional covariance matrices (Q2670788) (← links)
• Outlier Eigenvalues for Deformed I.I.D. Random Matrices (Q2828466) (← links)
• Convergence of Sample Eigenvectors of Spiked Population Model (Q3458125) (← links)
• Mesoscopic perturbations of large random matrices (Q4568316) (← links)
• Free probability of type B and asymptotics of finite-rank perturbations of random matrices (Q4962390) (← links)
• Joint CLT for top eigenvalues of sample covariance matrices of separable high dimensional long memory processes (Q5092968) (← links)
• Matrix Denoising for Weighted Loss Functions and Heterogeneous Signals (Q5162624) (← links)
• Approximation of the power functions of Roy’s largest root test under general spiked alternatives (Q5860221) (← links)
• Spiked sample covariance matrices with possibly multiple bulk components (Q5860230) (← links)
• Large dimensional analysis of general margin based classification methods (Q5860319) (← links)
• Discussion of ``Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation'' (Q5965317) (← links)
• Large-dimensional random matrix theory and its applications in deep learning and wireless communications (Q6063730) (← links)
• A Universal Test on Spikes in a High-Dimensional Generalized Spiked Model and Its Applications (Q6069893) (← links)
• Large sample covariance matrices of Gaussian observations with uniform correlation decay (Q6115258) (← links)
• Spiked multiplicative random matrices and principal components (Q6171643) (← links)
• Long random matrices and tensor unfolding (Q6180391) (← links)
• A CLT for the LSS of large-dimensional sample covariance matrices with diverging spikes (Q6183780) (← links)
• The decimation scheme for symmetric matrix factorization (Q6190382) (← links)