Pages that link to "Item:Q2828626"
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The following pages link to The statistics and mathematics of high dimension low sample size asymptotics (Q2828626):
Displaying 18 items.
- Integrative sparse principal component analysis (Q117095) (← links)
- Factor-Adjusted Regularized Model Selection (Q150847) (← links)
- A guide for sparse PCA: model comparison and applications (Q2073736) (← links)
- Perturbation theory for cross data matrix-based PCA (Q2140856) (← links)
- Distributed estimation of principal eigenspaces (Q2284361) (← links)
- On asymptotic normality of cross data matrix-based PCA in high dimension low sample size (Q2293385) (← links)
- Equality tests of high-dimensional covariance matrices under the strongly spiked eigenvalue model (Q2317309) (← links)
- Inference on high-dimensional mean vectors under the strongly spiked eigenvalue model (Q2329874) (← links)
- Information criteria for latent factor models: a study on factor pervasiveness and adaptivity (Q2688660) (← links)
- A test of sphericity for high-dimensional data and its application for detection of divergently spiked noise (Q4632469) (← links)
- A survey of high dimension low sample size asymptotics (Q4639812) (← links)
- (Q4998879) (← links)
- Adjusting systematic bias in high dimensional principal component scores (Q5066782) (← links)
- A classifier under the strongly spiked eigenvalue model in high-dimension, low-sample-size context (Q5077372) (← links)
- The Dispersion Bias (Q5080131) (← links)
- FarmTest: Factor-Adjusted Robust Multiple Testing With Approximate False Discovery Control (Q5208092) (← links)
- Robust PCA for high‐dimensional data based on characteristic transformation (Q6075186) (← links)
- A Model-free Variable Screening Method Based on Leverage Score (Q6107196) (← links)