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A note on cyclic shift permutation testing for large eigenvalues

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Publication:6541532
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DOI10.1002/STA4.257MaRDI QIDQ6541532FDOQ6541532

Yihui Zhou

Publication date: 19 May 2024

Published in: Stat (Search for Journal in Brave)




zbMATH Keywords

Tracy-WidomeigendecompositionMarčenko-Pastur


Mathematics Subject Classification ID

Statistics (62-XX)


Cites Work

  • Efficient computation of limit spectra of sample covariance matrices
  • Consistent testing for recurrent genomic aberrations: Table 1.
  • On the distribution of the largest eigenvalue in principal components analysis
  • Eigenvalue significance testing for genetic association
  • Convergence and prediction of principal component scores in high-dimensional settings
  • On orthogonal and symplectic matrix ensembles
  • Deterministic Parallel Analysis: An Improved Method for Selecting Factors and Principal Components
  • A TEST FOR ISOTROPY ON A SPHERE USING SPHERICAL HARMONIC FUNCTIONS







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