A note on cyclic shift permutation testing for large eigenvalues

DOI10.1002/STA4.257MaRDI QIDQ6541532zbMATH OpenFDO

Authors Yihui Zhou

Publication date 19 May 2024

Published in Stat (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

zbMATH Keywords

Tracy-WidomeigendecompositionMarčenko-Pastur

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• A test for isotropy on a sphere using spherical harmonic functions
• Consistent testing for recurrent genomic aberrations
• Convergence and prediction of principal component scores in high-dimensional settings
• Deterministic parallel analysis: an improved method for selecting factors and principal components
• Efficient computation of limit spectra of sample covariance matrices
• Eigenvalue significance testing for genetic association
• On orthogonal and symplectic matrix ensembles
• On the distribution of the largest eigenvalue in principal components analysis

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