Asymptotic Theory for Principal Component Analysis

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Identifying the informational/signal dimension in principal component analysis
Backward nested descriptors asymptotics with inference on stem cell differentiation
Limiting distribution of roots with differential rates of convergence
Asymptotic conditional singular value decomposition for high-dimensional genomic data
Resolution-based complexity control for Gaussian mixture models
Bayes estimation of number of signals
The asymptotic distribution of a goodness of fit statistic for factorial invariance
Asymptotic distributions of the latent roots of the covariance matrix with multiple population roots
On tail index estimation based on multivariate data
Principal component analysis for multivariate extremes
On estimation of errors caused by non-linear undermodelling in system identification
Asymptotic expansions of the distributions of the latent roots and the latent vector of the Wishart and multivariate F matrices
A note on the limiting distribution of certain characteristic roots
On the convergence of the ordered roots of a sequence of determinantal equations
Testing the equality of several intraclass correlation coefficients
Dependence measures for model selection in singular spectrum analysis
On two-sample mean tests under spiked covariances
Choosing Principal Components: A New Graphical Method Based on Bayesian Model Selection
Projection-pursuit based principal component analysis: a large sample theory
A Selection Procedure for the Number of Signals in Presence of Colored Noise
Asymptotic expansion for the distribution of a function of latent roots of the covariance matrix
A test of the hypothesis of partial common principal components
Maximum likelihood estimation and MUSIC in array localization signal processing: A review
scientific article; zbMATH DE number 6860781 (Why is no real title available?)
A graphical procedure for comparing the principal components of several covariance matrices
Principal Component Analysis of High-Frequency Data
A Simple Rule for the Selection of Principal Components
Testing dimensionality in the multivariate analysis of variance
Contributions to multivariate analysis by Professor Yasunori Fujikoshi
The power of the likelihood ratio test for additional information in a multivariate linear model
THE ESTIMATION OF SPECTRUM, INVERSE SPECTRUM AND INVERSE AUTOCOVARIANCES OF A STATIONARY TIME SERIES
Tests for a family of random-effects covariance structures in a multivariate growth curve model
Asymptotic expansions for the distributions of functions of a correlation matrix
An approximate test for common principal component subspaces in two groups
Convergence rates of eigenvector empirical spectral distribution of large dimensional sample covariance matrix
Test of linear trend in eigenvalues of k covariance matrices with applications in common principal components analysis
Simultaneous tests for equality of latent roots against certain alternatives. I
A decision procedure for determining the number of components in principal component analysis
On the distribution of the function of the F-matrix under an elliptical population
Comparison of factor spaces of two related populations
The asymptotic expansion of the distribution of Anderson's statistic for testing a latent vector of a covariance matrix
Quadratic discriminant functions with constraints on the covariance matrices: Some asymptotic results
Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution
One-sided test of a covariance matrix with a known null value
On the stability of some high-resolution beamforming methods
Perturbation theory for cross data matrix-based PCA
Asymptotic expansions for the joint and marginal distributions of the latent roots of \(S_1S^{-1}_2\)
Almost sure convergence of the largest and smallest eigenvalues of high-dimensional sample correlation matrices
Polynomial estimation of eigenvalues
A note on Silvey's (1959) theorem
Model order selection for short data: an exponential fitting test (EFT)
Testing for common principal components under heterokurticity
Testing for a unit root in panels with dynamic factors
Convergence and prediction of principal component scores in high-dimensional settings
Self-consistency: A fundamental concept in statistics
Asymptotic behavior of the maximum and minimum singular value of random Vandermonde matrices
Tests for linear trend in the smallest eigenvalues of the correlation matrix
Tensor products and statistics
Latent roots of random data correlation matrices with squared multiple correlations on the diagonal: A Monte Carlo study
Minimax bounds for sparse PCA with noisy high-dimensional data
On asymptotic normality of cross data matrix-based PCA in high dimension low sample size
Higher-Order Asymptotic Standard Error and Asymptotic Expansion in Principal Component Analysis
Distribution of eigenvalues and eigenvectors of Wishart matrix when the population eigenvalues are infinitely dispersed and its application to minimax estimation of covariance matrix
Asymptotic properties of correlation-based principal component analysis
Optimal eigen expansions and uniform bounds
Asymptotic expansions for the distributions of statistics based on a correlation matrix
A local parameterization of orthogonal and semi-orthogonal matrices with applications
An asymptotic expansion for the distributions of the latent roots of the Wishart matrix with multiple population roots
An improved chi-squared test for a principal component
A family of tests to detect misspecifications in the random-effects structure of generalized linear mixed models
Patterns in eigenvalues: the 70th Josiah Willard Gibbs lecture
Principal components on coefficient of variation matrices
Statistical properties of kernel principal component analysis
Tracy-Widom limit for the largest eigenvalue of a large class of complex sample covariance matrices
Using generalized Procrustes analysis for multiple imputation in principal component analysis
Common principal components for dependent random vectors
Statistical eigen-inference from large Wishart matrices
On the distribution of the largest eigenvalue in principal components analysis
New asymptotic results in principal component analysis
Measuring production yield for processes with multiple quality characteristics
Origins of the limited information maximum likelihood and two-stage least squares estimators
Large-sample estimation strategies for eigenvalues of a Wishart matrix.
Factor analysis of correlation matrices when the number of random variables exceeds the sample size
Determination of cointegrating rank in fractional systems.
The largest sample eigenvalue distribution in the rank 1 quaternionic spiked model of Wishart ensemble
Eigenprojections and the equality of latent roots of a correlation matrix
Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference
Assessing the stability of principal components using regression
Statistical inference for functional relationship between the specified and the remainder populations
Estimation of high-dimensional prior and posterior covariance matrices in Kalman filter vari\-ants
Fitting dynamic factor models to non-stationary time series
Sparse principal component analysis for high‐dimensional stationary time series
The likelihood ratio tests for the dimensionality of regression coefficients
Central limit theorem for partial linear eigenvalue statistics of Wigner matrices
Principal regression for high dimensional covariance matrices
Limit theory for the largest eigenvalues of sample covariance matrices with heavy-tails
On the sample covariance matrix estimator of reduced effective rank population matrices, with applications to fPCA
Spectrum estimation for large dimensional covariance matrices using random matrix theory
Covariance estimation under spatial dependence
Selection of components in principal component analysis: A comparison of methods

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