Pages that link to "Item:Q2012938"

The following pages link to Asymptotics of empirical eigenstructure for high dimensional spiked covariance (Q2012938):

Displaying 50 items.

• Factor-Adjusted Regularized Model Selection (Q150847) (← links)
• Two sample tests for high-dimensional autocovariances (Q830592) (← links)
• Recent developments in high dimensional covariance estimation and its related issues, a review (Q1657856) (← links)
• Bayesian inference for spectral projectors of the covariance matrix (Q1657873) (← links)
• On two-sample mean tests under spiked covariances (Q1661347) (← links)
• Heterogeneity adjustment with applications to graphical model inference (Q1711558) (← links)
• Periodic dynamic factor models: estimation approaches and applications (Q1711582) (← links)
• Robust covariance estimation for approximate factor models (Q1739628) (← links)
• Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models (Q1755119) (← links)
• Estimation of large dimensional factor models with an unknown number of breaks (Q1792477) (← links)
• Partial generalized four moment theorem revisited (Q1983608) (← links)
• Asymptotic joint distribution of extreme eigenvalues and trace of large sample covariance matrix in a generalized spiked population model (Q1996762) (← links)
• Unbounded largest eigenvalue of large sample covariance matrices: asymptotics, fluctuations and applications (Q2002709) (← links)
• Robust high-dimensional factor models with applications to statistical machine learning (Q2038305) (← links)
• Random matrix theory and its applications (Q2075698) (← links)
• Asymptotic independence of spiked eigenvalues and linear spectral statistics for large sample covariance matrices (Q2091835) (← links)
• An \({\ell_p}\) theory of PCA and spectral clustering (Q2091846) (← links)
• Relative perturbation bounds with applications to empirical covariance operators (Q2111217) (← links)
• Heteroskedastic PCA: algorithm, optimality, and applications (Q2119219) (← links)
• Non-asymptotic properties of spectral decomposition of large Gram-type matrices and applications (Q2137016) (← links)
• CDPA: common and distinctive pattern analysis between high-dimensional datasets (Q2137801) (← links)
• Targeted principal components regression (Q2140873) (← links)
• Doubly debiased Lasso: high-dimensional inference under hidden confounding (Q2148976) (← links)
• Robust covariance estimation for distributed principal component analysis (Q2150893) (← links)
• Bayesian factor-adjusted sparse regression (Q2155305) (← links)
• Efficient estimation of linear functionals of principal components (Q2176629) (← links)
• Sequential testing for structural stability in approximate factor models (Q2186663) (← links)
• tSSNALM: a fast two-stage semi-smooth Newton augmented Lagrangian method for sparse CCA (Q2189837) (← links)
• Estimation of a multiplicative correlation structure in the large dimensional case (Q2190234) (← links)
• Limiting laws for divergent spiked eigenvalues and largest nonspiked eigenvalue of sample covariance matrices (Q2196219) (← links)
• Generalized four moment theorem and an application to CLT for spiked eigenvalues of high-dimensional covariance matrices (Q2214247) (← links)
• Simple and reliable estimators of coefficients of interest in a model with high-dimensional confounding effects (Q2227062) (← links)
• A semiparametric latent factor model for large scale temporal data with heteroscedasticity (Q2237806) (← links)
• The limits of the sample spiked eigenvalues for a high-dimensional generalized Fisher matrix and its applications (Q2242854) (← links)
• Distributed estimation of principal eigenspaces (Q2284361) (← links)
• Estimation of linear projections of non-sparse coefficients in high-dimensional regression (Q2286364) (← links)
• On asymptotic normality of cross data matrix-based PCA in high dimension low sample size (Q2293385) (← links)
• Testing and estimating change-points in the covariance matrix of a high-dimensional time series (Q2306269) (← links)
• Large covariance estimation through elliptical factor models (Q2413594) (← links)
• High dimensional minimum variance portfolio estimation under statistical factor models (Q2658801) (← links)
• RDS free CLT for spiked eigenvalues of high-dimensional covariance matrices (Q2670788) (← links)
• Asymptotic properties of correlation-based principal component analysis (Q2673193) (← links)
• Information criteria for latent factor models: a study on factor pervasiveness and adaptivity (Q2688660) (← links)
• On the eigenstructure of covariance matrices with divergent spikes (Q2692533) (← links)
• D-CCA: A Decomposition-Based Canonical Correlation Analysis for High-Dimensional Datasets (Q3304854) (← links)
• An $\ell_{\infty}$ Eigenvector Perturbation Bound and Its Application to Robust Covariance Estimation (Q4558538) (← links)
• A Randomized Sequential Procedure to Determine the Number of Factors (Q4559712) (← links)
• Detecting changes in the second moment structure of high-dimensional sensor-type data in a <i>K</i>-sample setting (Q4965652) (← links)
• Nonsparse Learning with Latent Variables (Q4994162) (← links)
• (Q4998879) (← links)