Order Determination for Spiked Type Models
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Cites work
- Anisotropic local laws for random matrices
- Central limit theorems for eigenvalues in a spiked population model
- Combining eigenvalues and variation of eigenvectors for order determination
- Consistently determining the number of factors in multivariate volatility modelling
- Dimension Estimation in Noisy PCA With SURE and Random Matrix Theory
- Eigenvalues of large sample covariance matrices of spiked population models
- Estimation of the number of spikes, possibly equal, in the high-dimensional case
- Extreme eigenvalues of large-dimensional spiked Fisher matrices with application
- Factor modeling for high-dimensional time series: inference for the number of factors
- Fluctuations of the extreme eigenvalues of finite rank deformations of random matrices
- Identifying the number of factors from singular values of a large sample auto-covariance matrix
- Large sample covariance matrices and high-dimensional data analysis
- Limiting laws for divergent spiked eigenvalues and largest nonspiked eigenvalue of sample covariance matrices
- Nonparametric Detection of Signals by Information Theoretic Criteria: Performance Analysis and an Improved Estimator
- On consistency and sparsity for principal components analysis in high dimensions
- On determining the number of spikes in a high-dimensional spiked population model
- On estimation of the noise variance in high dimensional probabilistic principal component analysis
- On Sliced Inverse Regression With High-Dimensional Covariates
- On the distribution of the largest eigenvalue in principal components analysis
- Sliced Inverse Regression for Dimension Reduction
- Sufficient dimension reduction through discretization-expectation estimation
- Testing hypotheses about the number of factors in large factor models
- The eigenvalues and eigenvectors of finite, low rank perturbations of large random matrices
- The largest eigenvalue of small rank perturbations of Hermitian random matrices
- Universality of covariance matrices
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