Pages that link to "Item:Q2507762"
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The following pages link to Eigenvalues of large sample covariance matrices of spiked population models (Q2507762):
Displayed 36 items.
- Bi-cross-validation of the SVD and the nonnegative matrix factorization (Q159675) (← 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)
- 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)
- Central limit theorems for eigenvalues in a spiked population model (Q731681) (← 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)
- 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)
- 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)
- PCA consistency in high dimension, low sample size context (Q1043724) (← links)
- Singular value decomposition of large random matrices (for two-way classification of microarrays) (Q1049547) (← links)
- Large deviations for weighted empirical mean with outliers (Q2381966) (← links)
- The largest eigenvalue of rank one deformation of large Wigner matrices (Q2472469) (← links)
- Painlevé formulas of the limiting distributions for nonnull complex sample covariance matrices (Q2496927) (← links)
- Eigenvalues of large sample covariance matrices of spiked population models (Q2507762) (← links)
- ESTIMATION OF SPIKED EIGENVALUES IN SPIKED MODELS (Q2884858) (← links)
- ON DETERMINING THE NUMBER OF SPIKES IN A HIGH-DIMENSIONAL SPIKED POPULATION MODEL (Q2893152) (← links)
- The largest eigenvalues of sample covariance matrices for a spiked population: Diagonal case (Q3069151) (← links)
- Two-Stage Procedures for High-Dimensional Data (Q3106536) (← links)
- Rank 1 real Wishart spiked model (Q3165463) (← links)
- Intrinsic Dimensionality Estimation of High-Dimension, Low Sample Size Data with<i>D</i>-Asymptotics (Q3585254) (← links)
- PCA Consistency for Non-Gaussian Data in High Dimension, Low Sample Size Context (Q3644996) (← links)
- Eigenvalue separation in some random matrix models (Q3650473) (← links)