Identifying the source of spikes: factor or mixture?
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Cites work
- A randomized sequential procedure to determine the number of factors
- Asymptotic independence of spiked eigenvalues and linear spectral statistics for large sample covariance matrices
- Asymptotic limits of spiked eigenvalues and eigenvectors of signal-plus-noise matrices with weak signals and heteroskedastic noise
- Eigen Selection in Spectral Clustering: A Theory-Guided Practice
- Eigenvalue ratio test for the number of factors
- Estimating Number of Factors by Adjusted Eigenvalues Thresholding
- Factor modeling for high-dimensional time series: inference for the number of factors
- High dimensional deformed rectangular matrices with applications in matrix denoising
- Large covariance estimation by thresholding principal orthogonal complements. With discussion and authors' reply
- Latent variable models and factor analysis. A unified approach
- Limiting laws for divergent spiked eigenvalues and largest nonspiked eigenvalue of sample covariance matrices
- On sample eigenvalues in a generalized spiked population model
- Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
- Sample Eigenvalue Based Detection of High-Dimensional Signals in White Noise Using Relatively Few Samples
- Selective Inference for Hierarchical Clustering
- Signal-plus-noise matrix models: eigenvector deviations and fluctuations
- Singular vector and singular subspace distribution for the matrix denoising model
- Testing hypotheses about the number of factors in large factor models
- The largest eigenvalues of finite rank deformation of large Wigner matrices: Convergence and nonuniversality of the fluctuations
- The singular values and vectors of low rank perturbations of large rectangular random matrices
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