On the distribution of the left singular vectors of a random matrix and its applications

DOI10.1016/J.SPL.2008.01.097MaRDI QIDQ951163zbMATH OpenOpenAlexFDO

Authors Efstathia Bura, Ruth M. Pfeiffer

Publication date 30 October 2008

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2008.01.097

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Asymptotic distribution theory in statistics (62E20) Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12)

Recommendations

• On the singular values of random matrices
• Singular random matrix decompositions: distributions
• On the asymptotic distribution of singular values of powers of random matrices
• Distribution of linear statistics of singular values of the product of random matrices
• On the least singular value of random symmetric matrices
• Random matrices: The distribution of the smallest singular values
• On the singular values of Gaussian random matrices
• scientific article; zbMATH DE number 853700
• Asymptotic distribution of singular values of powers of random matrices
• Distributions of singular random matrices: some extensions of Jacobians

Cites work

• Asymptotic inference for eigenvectors
• Asymptotic study of eigenelements of a sequence of random selfadjoint operators
• Comment
• Dimension Reduction in Binary Response Regression
• Extending Sliced Inverse Regression
• Generalized Inverses, Wald's Method, and the Construction of Chi-Squared Tests of Fit
• scientific article; zbMATH DE number 3886886 (Why is no real title available?)
• scientific article; zbMATH DE number 3776305 (Why is no real title available?)
• scientific article; zbMATH DE number 3551729 (Why is no real title available?)
• scientific article; zbMATH DE number 1220060 (Why is no real title available?)
• scientific article; zbMATH DE number 3271181 (Why is no real title available?)
• Sliced Inverse Regression for Dimension Reduction

Cited in

(15)

• Principal quantile regression for sufficient dimension reduction with heteroscedasticity
• Principal weighted logistic regression for sufficient dimension reduction in binary classification
• Rate-optimal perturbation bounds for singular subspaces with applications to high-dimensional statistics
• A note on rank reduction in sparse multivariate regression
• Subspace-based fault detection robust to changes in the noise covariances
• Sufficient dimension reduction via principal L\(q\) support vector machine
• scientific article; zbMATH DE number 4074222 (Why is no real title available?)
• Principal support vector machines for linear and nonlinear sufficient dimension reduction
• On sliced inverse regression with missing values
• scientific article; zbMATH DE number 853700 (Why is no real title available?)
• Using adaptively weighted large margin classifiers for robust sufficient dimension reduction
• Singular vector perturbation under Gaussian noise
• Dimension estimation in sufficient dimension reduction: a unifying approach
• A stochastic perturbation analysis of the QR decomposition and its applications
• Higher-order entrywise eigenvectors analysis of low-rank random matrices: bias correction, Edgeworth expansion and bootstrap

This page was built for publication: On the distribution of the left singular vectors of a random matrix and its applications

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q951163)