Pages that link to "Item:Q2507762"

The following pages link to Eigenvalues of large sample covariance matrices of spiked population models (Q2507762):

Displaying 50 items.

• Alternating direction method of multipliers for penalized zero-variance discriminant analysis (Q97537) (← links)
• Bi-cross-validation for factor analysis (Q104117) (← links)
• Asymptotic properties of principal component analysis and shrinkage-bias adjustment under the generalized spiked population model (Q131450) (← links)
• Is there an optimal forecast combination? (Q134084) (← links)
• Bi-cross-validation of the SVD and the nonnegative matrix factorization (Q159675) (← links)
• On the Tracy-Widom approximation of Studentized extreme eigenvalues of Wishart matrices (Q272083) (← links)
• Fluctuations at the edges of the spectrum of the full rank deformed GUE (Q292122) (← links)
• Adaptive shrinkage of singular values (Q294253) (← links)
• The Tracy-Widom law for the largest eigenvalue of F type matrices (Q309724) (← links)
• Limits of spiked random matrices. I (Q365716) (← links)
• Minimax bounds for sparse PCA with noisy high-dimensional data (Q366956) (← links)
• Asymptotic power of sphericity tests for high-dimensional data (Q366967) (← links)
• Additive/multiplicative free subordination property and limiting eigenvectors of spiked additive deformations of Wigner matrices and spiked sample covariance matrices (Q376265) (← links)
• Erratum to: Outliers in the spectrum of iid matrices with bounded rank perturbations (Q377530) (← links)
• Optimal detection of sparse principal components in high dimension (Q385763) (← links)
• Correlation tests for high-dimensional data using extended cross-data-matrix methodology (Q391612) (← links)
• Reconstruction of a low-rank matrix in the presence of Gaussian noise (Q391623) (← links)
• PCA consistency for the power spiked model in high-dimensional settings (Q391897) (← links)
• PCA and eigen-inference for a spiked covariance model with largest eigenvalues of same asymptotic order (Q398204) (← links)
• Learning a factor model via regularized PCA (Q399883) (← links)
• The largest eigenvalue of real symmetric, Hermitian and Hermitian self-dual random matrix models with rank one external source. I (Q411523) (← links)
• On the border of extreme and mild spiked models in the HDLSS framework (Q413760) (← links)
• Boundary behavior in high dimension, low sample size asymptotics of PCA (Q432317) (← links)
• The singular values and vectors of low rank perturbations of large rectangular random matrices (Q444963) (← links)
• Batch latency analysis and phase transitions for a tandem of queues with exponentially distributed service times (Q475139) (← links)
• Detection, reconstruction, and characterization algorithms from noisy data in multistatic wave imaging (Q479102) (← links)
• Robust spiked random matrices and a robust G-MUSIC estimator (Q495368) (← links)
• On estimation in the reduced-rank regression with a large number of responses and predictors (Q495393) (← links)
• Considering Horn's parallel analysis from a random matrix theory point of view (Q525237) (← links)
• The eigenvalues and eigenvectors of finite, low rank perturbations of large random matrices (Q531808) (← links)
• Convergence and prediction of principal component scores in high-dimensional settings (Q620562) (← links)
• Large complex correlated Wishart matrices: fluctuations and asymptotic independence at the edges (Q726805) (← links)
• Central limit theorems for eigenvalues in a spiked population model (Q731681) (← links)
• A distance-based, misclassification rate adjusted classifier for multiclass, high-dimensional data (Q741160) (← links)
• Effective PCA for high-dimension, low-sample-size data with noise reduction via geometric representations (Q764487) (← links)
• On sample eigenvalues in a generalized spiked population model (Q765838) (← links)
• Principal components in linear mixed models with general bulk (Q820811) (← links)
• High-dimensional analysis of semidefinite relaxations for sparse principal components (Q834367) (← links)
• The largest sample eigenvalue distribution in the rank 1 quaternionic spiked model of Wishart ensemble (Q838000) (← links)
• The spectrum of kernel random matrices (Q847627) (← links)
• A rate of convergence result for the largest eigenvalue of complex white Wishart matrices (Q874730) (← links)
• Strong limit of the extreme eigenvalues of a symmetrized auto-cross covariance matrix (Q894819) (← links)
• No eigenvalues outside the support of the limiting empirical spectral distribution of a separable covariance matrix (Q958905) (← links)
• Universality in complex Wishart ensembles for general covariance matrices with 2 distinct eigenvalues (Q962215) (← links)
• Effective PCA for high-dimension, low-sample-size data with singular value decomposition of cross data matrix (Q990890) (← links)
• Spectrum estimation for large dimensional covariance matrices using random matrix theory (Q1000306) (← links)
• Finite sample approximation results for principal component analysis: A matrix perturbation approach (Q1000307) (← links)
• Statistical eigen-inference from large Wishart matrices (Q1000310) (← links)
• The largest eigenvalues of finite rank deformation of large Wigner matrices: Convergence and nonuniversality of the fluctuations (Q1011149) (← links)
• Universality results for the largest eigenvalues of some sample covariance matrix ensembles (Q1017885) (← links)