Distributed Learning for Principal Eigenspaces without Moment Constraints
From MaRDI portal
Cites work
- A Distributed Framework for Dimensionality Reduction and Denoising
- A multivariate version of kendall's τ
- Asymptotic Theory for Principal Component Analysis
- Asymptotics of empirical eigenstructure for high dimensional spiked covariance
- Asymptotics of the principal components estimator of large factor models with weakly influential factors
- Communication-Efficient Accurate Statistical Estimation
- Communication-efficient distributed statistical inference
- Consistency of AIC and BIC in estimating the number of significant components in high-dimensional principal component analysis
- Discrepancy Between Global and Local Principal Component Analysis on Large-Panel High-Frequency Data
- Distributed adaptive Gaussian mean estimation with unknown variance: interactive protocol helps adaptation
- Distributed estimation of principal eigenspaces
- Distributed nonparametric function estimation: optimal rate of convergence and cost of adaptation
- ECA: High-Dimensional Elliptical Component Analysis in Non-Gaussian Distributions
- Efficient R-estimation of principal and common principal components
- High-dimensional covariance matrices in elliptical distributions with application to spherical test
- High-Dimensional Elliptical Sliced Inverse Regression in Non-Gaussian Distributions
- High-dimensional rank tests for sphericity
- Large covariance estimation through elliptical factor models
- Large-Dimensional Factor Analysis Without Moment Constraints
- Minimax bounds for sparse PCA with noisy high-dimensional data
- Modeling high-frequency financial data by pure jump processes
- Multivariate extremes, aggregation and dependence in elliptical distributions
- Optimal rank-based testing for principal components
- Robust factor number specification for large-dimensional elliptical factor model
- Robustifying principal component analysis with spatial sign vectors
- Scale-invariant sparse PCA on high-dimensional meta-elliptical data
- Sign and rank covariance matrices
- Statistical inference for principal components of spiked covariance matrices
- Testing for pure-jump processes for high-frequency data
- The statistics and mathematics of high dimension low sample size asymptotics
This page was built for publication: Distributed Learning for Principal Eigenspaces without Moment Constraints
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6968218)
