Distributed estimation of spiked eigenvalues in spiked population models
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Cites work
- scientific article; zbMATH DE number 3244317 (Why is no real title available?)
- A limit theorem for the norm of random matrices
- Asymptotic independence of spiked eigenvalues and linear spectral statistics for large sample covariance matrices
- Asymptotics of sample eigenstructure for a large dimensional spiked covariance model
- Central limit theorems for eigenvalues in a spiked population model
- Distributed estimation of principal eigenspaces
- Distributed inference for linear support vector machine
- Distributed linear regression by averaging
- Distributed statistical inference for massive data
- Distributed testing and estimation under sparse high dimensional models
- Eigenvalues of large sample covariance matrices of spiked population models
- Estimation of spiked eigenvalues in spiked models
- Heterogeneity-aware and communication-efficient distributed statistical inference
- Invariant test based on the modified correction to LRT for the equality of two high-dimensional covariance matrices
- Limiting laws for divergent spiked eigenvalues and largest nonspiked eigenvalue of sample covariance matrices
- On the distribution of the largest eigenvalue in principal components analysis
- On the limit of the largest eigenvalue of the large dimensional sample covariance matrix
- Robust covariance estimation for distributed principal component analysis
- Spectral analysis of large dimensional random matrices
- Spiked eigenvalues of noncentral Fisher matrix with applications
- Strong convergence of the empirical spectral distribution of a unified matrix model
- The limits of the sample spiked eigenvalues for a high-dimensional generalized Fisher matrix and its applications
- WONDER: weighted one-shot distributed ridge regression in high dimensions
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