Asymptotic Theory for Principal Component Analysis

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Spectrum estimation for large dimensional covariance matrices using random matrix theory
Finite sample approximation results for principal component analysis: A matrix perturbation approach
Statistical eigen-inference from large Wishart matrices
A family of tests to detect misspecifications in the random-effects structure of generalized linear mixed models
On the stability of some high-resolution beamforming methods
The asymptotic distribution of a goodness of fit statistic for factorial invariance
Asymptotic theory for robust principal components
Testing for cointegration using principal components methods
On the distribution of the function of the F-matrix under an elliptical population
Testing the equality of several intraclass correlation coefficients
Comparison of factor spaces of two related populations
Asymptotic expansions for the joint and marginal distributions of the latent roots of \(S_1S^{-1}_2\)
An asymptotic expansion for the distributions of the latent roots of the Wishart matrix with multiple population roots
Asymptotic expansion for the distribution of a function of latent roots of the covariance matrix
The asymptotic expansion of the distribution of Anderson's statistic for testing a latent vector of a covariance matrix
The power of the likelihood ratio test for additional information in a multivariate linear model
Quadratic discriminant functions with constraints on the covariance matrices: Some asymptotic results
Testing dimensionality in the multivariate analysis of variance
A decision procedure for determining the number of components in principal component analysis
Bayes estimation of number of signals
Latent roots of random data correlation matrices with squared multiple correlations on the diagonal: A Monte Carlo study
Asymptotic distributions of the latent roots of the covariance matrix with multiple population roots
Asymptotic expansions of the distributions of the latent roots and the latent vector of the Wishart and multivariate F matrices
Asymptotic expansions for the distributions of functions of a correlation matrix
An approximate test for common principal component subspaces in two groups
Tests for linear trend in the smallest eigenvalues of the correlation matrix
A local parameterization of orthogonal and semi-orthogonal matrices with applications
Fast recursive identification of state space models via exploitation of displacement structure
Tensor products and statistics
Tests for a family of random-effects covariance structures in a multivariate growth curve model
A note on Silvey's (1959) theorem
Self-consistency: A fundamental concept in statistics
Identifying the informational/signal dimension in principal component analysis
Almost sure convergence of the largest and smallest eigenvalues of high-dimensional sample correlation matrices
On two-sample mean tests under spiked covariances
New asymptotic results in principal component analysis
Backward nested descriptors asymptotics with inference on stem cell differentiation
Limiting distribution of roots with differential rates of convergence
On detection of the number of signals in presence of white noise
An improved chi-squared test for a principal component
An empirically based estimate of home range
Common principal components for dependent random vectors
The likelihood ratio tests for the dimensionality of regression coefficients
On the distribution of the largest eigenvalue in principal components analysis
Determination of cointegrating rank in fractional systems.
Test for generalized variance in signal processing
Central limit theorem for partial linear eigenvalue statistics of Wigner matrices
Analysis of the asymptotic properties of the MOESP type of subspace algorithms
On estimation of quadratic variation for multivariate pure jump semimartingales
Principal component analysis: a generalized Gini approach
Principal component analysis for multivariate extremes
A 50-year personal journey through time with principal component analysis
Large-sample properties of unsupervised estimation of the linear discriminant using projection pursuit
Random matrix theory and its applications
An \({\ell_p}\) theory of PCA and spectral clustering
Multivariate understanding of income and expenditure in United States households with statistical learning
Regression based thresholds in principal loading analysis
Non-asymptotic properties of spectral decomposition of large Gram-type matrices and applications
Perturbation theory for cross data matrix-based PCA
Robust covariance estimation for distributed principal component analysis
Testing the eigenvalue structure of spot and integrated covariance
Variance variation criterion and consistency in estimating the number of significant signals of high-dimensional PCA
Identification of errors-in-variables ARX models using modified dynamic iterative PCA
Testing for principal component directions under weak identifiability
Efficient estimation of linear functionals of principal components
Convergence of eigenvector empirical spectral distribution of sample covariance matrices
An inferential approach for validating the compromise of the STATIS method
Sign tests for weak principal directions
Simple and reliable estimators of coefficients of interest in a model with high-dimensional confounding effects
Principal regression for high dimensional covariance matrices
Principal component histograms from interval-valued observations
Statistical significance of the contribution of variables to the PCA solution: an alternative permutation strategy
Distributed estimation of principal eigenspaces
On asymptotic normality of cross data matrix-based PCA in high dimension low sample size
Principal envelope model
Dependence measures for model selection in singular spectrum analysis
On the sample covariance matrix estimator of reduced effective rank population matrices, with applications to fPCA
Eigenvalues and eigenvectors of heavy-tailed sample covariance matrices with general growth rates: the iid case
Tracy-Widom limit for the largest eigenvalue of a large class of complex sample covariance matrices
Statistical properties of kernel principal component analysis
Principal components selection given extensively many variables
Geometry-aware principal component analysis for symmetric positive definite matrices
Principal component analysis for histogram-valued data
Convergence rate of eigenvector empirical spectral distribution of large Wigner matrices
Limit theory for the largest eigenvalues of sample covariance matrices with heavy-tails
Convergence rates of eigenvector empirical spectral distribution of large dimensional sample covariance matrix
Kernel-based nonlinear canonical analysis and time reversibility
Testing for a unit root in panels with dynamic factors
Estimating cross-section common stochastic trends in nonstationary panel data
Design-free estimation of variance matrices
Distribution of eigenvalues and eigenvectors of Wishart matrix when the population eigenvalues are infinitely dispersed and its application to minimax estimation of covariance matrix
Covariance estimation under spatial dependence
A confidence interval for the number of principal components
Simultaneous tests for equality of latent roots against certain alternatives. I
Principal components analysis in the complex case
Second-order accurate inference on eigenvalues of covariance and correlation matrices
Statistical analysis on high-dimensional spheres and shape spaces
Origins of the limited information maximum likelihood and two-stage least squares estimators
Singular vector and singular subspace distribution for the matrix denoising model
Recent advances in directional statistics

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