Asymptotic conditional singular value decomposition for high-dimensional genomic data
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Cites work
- A Direct Approach to False Discovery Rates
- A general framework for multiple testing dependence
- Adjusting batch effects in microarray expression data using empirical Bayes methods
- Asymptotic distributions of principal components based on robust dispersions
- Asymptotic Theory for Principal Component Analysis
- Consistency of restricted maximum likelihood estimators of principal components
- Determining the Number of Factors in Approximate Factor Models
- Determining the Number of Factors in the General Dynamic Factor Model
- False discovery rate analysis of brain diffusion direction maps
- High dimensional covariance matrix estimation using a factor model
- Matrix Analysis
- Strong Control, Conservative Point Estimation and Simultaneous Conservative Consistency of False Discovery Rates: A Unified Approach
- The asymptotic normal distribution of estimators in factor analysis under general conditions
- The elements of statistical learning. Data mining, inference, and prediction
Cited in
(6)- Asymptotic performance of PCA for high-dimensional heteroscedastic data
- A note on estimation of dynamics of multiple gene expression based on singular value decomposition
- Some theorems on conditional mean convergence and conditional almost sure convergence for randomly weighted sums of dependent random variables
- Sparse latent factor regression models for genome-wide and epigenome-wide association studies
- Factor analysis of correlation matrices when the number of random variables exceeds the sample size
- Optimally Weighted PCA for High-Dimensional Heteroscedastic Data
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