Pages that link to "Item:Q4568911"

The following pages link to Sample Eigenvalue Based Detection of High-Dimensional Signals in White Noise Using Relatively Few Samples (Q4568911):

Displaying 24 items.

• Bi-cross-validation for factor analysis (Q104117) (← links)
• Asymptotic power of sphericity tests for high-dimensional data (Q366967) (← links)
• A necessary and sufficient condition for edge universality at the largest singular values of covariance matrices (Q1661567) (← links)
• Sphericity and identity test for high-dimensional covariance matrix using random matrix theory (Q2025160) (← links)
• Statistical inference for principal components of spiked covariance matrices (Q2131269) (← links)
• Optimal prediction in the linearly transformed spiked model (Q2176630) (← links)
• Convergence of eigenvector empirical spectral distribution of sample covariance matrices (Q2196201) (← links)
• High dimensional deformed rectangular matrices with applications in matrix denoising (Q2278666) (← links)
• Edge universality of separable covariance matrices (Q2279318) (← links)
• Local law and Tracy-Widom limit for sparse sample covariance matrices (Q2286459) (← links)
• Tangency portfolio weights for singular covariance matrix in small and large dimensions: estimation and test theory (Q2317293) (← links)
• Universality for the largest eigenvalue of sample covariance matrices with general population (Q2338931) (← links)
• Central limit theorem for linear spectral statistics of large dimensional separable sample covariance matrices (Q2419661) (← links)
• Estimation of the number of spikes, possibly equal, in the high-dimensional case (Q2443265) (← links)
• Limiting spectral distribution of a symmetrized auto-cross covariance matrix (Q2454407) (← links)
• Asymptotic linear spectral statistics for spiked Hermitian random matrices (Q2516098) (← links)
• Wavelet eigenvalue regression in high dimensions (Q2694800) (← links)
• Deterministic Parallel Analysis: An Improved Method for Selecting Factors and Principal Components (Q3120105) (← links)
• On the behavior of large empirical autocovariance matrices between the past and the future (Q3385480) (← links)
• Theoretical Analysis and Comparison of Several Criteria on Linear Model Dimension Reduction (Q3614948) (← links)
• Statistical properties of eigenvectors and eigenvalues of structured random matrices (Q4606189) (← links)
• DETECTION OF WEAK SIGNALS IN HIGH-DIMENSIONAL COMPLEX-VALUED DATA (Q5416403) (← links)
• The Wishart distribution on symmetric cones (Q6119357) (← links)
• Extreme points of the Vandermonde determinant and Wishart ensemble on symmetric cones (Q6193472) (← links)