Pages that link to "Item:Q2448730"

The following pages link to Signal detection in high dimension: the multispiked case (Q2448730):

Displaying 28 items.

• High-dimensional covariance matrices in elliptical distributions with application to spherical test (Q1731770) (← links)
• Optimality and sub-optimality of PCA. I: Spiked random matrix models (Q1800806) (← links)
• Optimal signal detection in some spiked random matrix models: likelihood ratio tests and linear spectral statistics (Q2091821) (← links)
• Statistical inference for principal components of spiked covariance matrices (Q2131269) (← links)
• Testing for principal component directions under weak identifiability (Q2176623) (← links)
• Optimal prediction in the linearly transformed spiked model (Q2176630) (← links)
• Sequential testing for structural stability in approximate factor models (Q2186663) (← links)
• Fundamental limits of detection in the spiked Wigner model (Q2196197) (← links)
• Testing in high-dimensional spiked models (Q2196218) (← links)
• Statistical and computational limits for sparse matrix detection (Q2196237) (← links)
• Simple and reliable estimators of coefficients of interest in a model with high-dimensional confounding effects (Q2227062) (← links)
• Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors (Q2280578) (← links)
• Eigenvalue distributions of variance components estimators in high-dimensional random effects models (Q2328062) (← links)
• Optimal estimation and rank detection for sparse spiked covariance matrices (Q2343031) (← links)
• Hypergeometric functions of matrix arguments and linear statistics of multi-spiked Hermitian matrix models (Q2350056) (← links)
• Signal detection in high dimension: the multispiked case (Q2448730) (← links)
• Asymptotic linear spectral statistics for spiked Hermitian random matrices (Q2516098) (← links)
• Likelihood Ratio Tests for High‐Dimensional Normal Distributions (Q3460657) (← links)
• A study of two high-dimensional likelihood ratio tests under alternative hypotheses (Q4603582) (← links)
• Asymptotic power of the sphericity test under weak and strong factors in a fixed effects panel data model (Q5864652) (← links)
• Inference on the maximal rank of time-varying covariance matrices using high-frequency data (Q6117051) (← links)
• Contiguity under high-dimensional Gaussianity with applications to covariance testing (Q6138900) (← links)
• Large deviation principles induced by the Stiefel manifold, and random multidimensional projections (Q6177516) (← links)
• A CLT for the LSS of large-dimensional sample covariance matrices with diverging spikes (Q6183780) (← links)
• Distance correlation test for high-dimensional independence (Q6589588) (← links)
• On the asymptotic behavior of the leading eigenvector of Tyler's shape estimator under weak identifiability (Q6606395) (← links)
• Power enhancement for dimension detection of Gaussian signals (Q6621329) (← links)
• Large sample correlation matrices with unbounded spectrum (Q6656667) (← links)