Factor analysis of correlation matrices when the number of random variables exceeds the sample size
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Publication:5880184
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Cites work
- A rationale and test for the number of factors in factor analysis
- Adaptive thresholding for sparse covariance matrix estimation
- An overview of the estimation of large covariance and precision matrices
- Asymptotic Theory for Principal Component Analysis
- Asymptotic conditional singular value decomposition for high-dimensional genomic data
- Covariance matrix selection and estimation via penalised normal likelihood
- Determining the Number of Factors in Approximate Factor Models
- Discrete Sequential Boundaries for Clinical Trials
- Efficient estimation of covariance selection models
- Eigenvalues of large sample covariance matrices of spiked population models
- Generalized thresholding of large covariance matrices
- High dimensional covariance matrix estimation using a factor model
- High-dimensional sparse factor modeling: applications in gene expression genomics
- Inferential Theory for Factor Models of Large Dimensions
- On the ``degrees of freedom of the lasso
- On the distribution of the largest eigenvalue in principal components analysis
- Regularized estimation of large covariance matrices
- Some necessary conditions for common-factor analysis
- Sparse principal component analysis via regularized low rank matrix approximation
- Testing hypotheses about the number of factors in large factor models
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