Spiked singular values and vectors under extreme aspect ratios
From MaRDI portal
Publication:6097562
DOI10.1016/j.jmva.2023.105187zbMath1520.15018arXiv2104.15127OpenAlexW3158810585MaRDI QIDQ6097562
Publication date: 5 June 2023
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2104.15127
Random matrices (probabilistic aspects) (60B20) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- The singular values and vectors of low rank perturbations of large rectangular random matrices
- The eigenvalues and eigenvectors of finite, low rank perturbations of large random matrices
- On the Marchenko-Pastur and circular laws for some classes of random matrices with dependent entries
- Convergence rates to the Marchenko-Pastur type distribution
- Spectral analysis of large dimensional random matrices
- No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices
- Convergence of the largest eigenvalue of normalized sample covariance matrices when \(p\) and \(n\) both tend to infinity with their ratio converging to zero
- Limiting spectral distribution of renormalized separable sample covariance matrices when \(p/n\to 0\)
- Eigenvalues of large sample covariance matrices of spiked population models
- Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
- On the principal components of sample covariance matrices
- The Optimal Hard Threshold for Singular Values is <inline-formula> <tex-math notation="TeX">\(4/\sqrt {3}\) </tex-math></inline-formula>
- Bounding the Smallest Singular Value of a Random Matrix Without Concentration
- A useful variant of the Davis–Kahan theorem for statisticians
This page was built for publication: Spiked singular values and vectors under extreme aspect ratios