Order determination for spiked-type models with a divergent number of spikes

DOI10.1016/J.CSDA.2023.107704MaRDI QIDQ6168911zbMATH OpenOpenAlexFDO

Authors Yicheng Zeng, Li-Xing Zhu

Publication date 11 July 2023

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2023.107704

zbMATH Keywords

Fisher matrixphase transitionprincipal component analysisridge ratiospiked model

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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Cites work

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• Combining eigenvalues and variation of eigenvectors for order determination
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• Dimension Estimation in Noisy PCA With SURE and Random Matrix Theory
• Dimensionality determination: a thresholding double ridge ratio approach
• Eigenvalues of large sample covariance matrices of spiked population models
• Estimating the dimension of a model
• Estimation of the number of spikes, possibly equal, in the high-dimensional case
• Extreme eigenvalues of large-dimensional spiked Fisher matrices with application
• scientific article; zbMATH DE number 3444596 (Why is no real title available?)
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• On Sliced Inverse Regression With High-Dimensional Covariates
• On the distribution of the largest eigenvalue in principal components analysis
• On the principal components of sample covariance matrices
• Order Determination for Spiked Type Models
• Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
• Sliced Inverse Regression for Dimension Reduction
• Spectral analysis of large dimensional random matrices
• Sufficient dimension reduction through discretization-expectation estimation
• The Tracy-Widom law for the largest eigenvalue of F type matrices
• Tracy-Widom distribution for the largest eigenvalue of real sample covariance matrices with general population
• Universality for the largest eigenvalue of sample covariance matrices with general population

Cited in

(2)

• Order Determination for Spiked Type Models
• Inference on testing the number of spikes in a high-dimensional generalized spiked Fisher matrix

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