Testing Simultaneous Diagonalizability
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Cites work
- A comparison of efficient approximations for a weighted sum of chi-squared random variables
- A new Jacobi-like method for joint diagonalization of arbitrary non-defective matrices
- A note on generalized Wald's method
- An Algorithm for Simultaneous Orthogonal Transformation of Several Positive Definite Symmetric Matrices to Nearly Diagonal Form
- An \(\ell_{\infty}\) eigenvector perturbation bound and its application
- An approximate test for common principal component subspaces in two groups
- Asymptotic inference for eigenvectors
- Asymptotic theory for common principal component analysis
- Bayesian inference for spectral projectors of the covariance matrix
- Bootstrap confidence sets for spectral projectors of sample covariance
- Co-Integration and Error Correction: Representation, Estimation, and Testing
- Consistency of spectral clustering in stochastic block models
- Estimating the transition matrix of a Markov chain observed at random times
- Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
- Estimation of functionals of sparse covariance matrices
- Finite sample approximation results for principal component analysis: A matrix perturbation approach
- Generalized reduced rank tests using the singular value decomposition
- Identifying cointegration by eigenanalysis
- Inference for eigenvalues and eigenvectors of Gaussian symmetric matrices
- Joint EigenValue Decomposition Algorithms Based on First-Order Taylor Expansion
- Large covariance estimation by thresholding principal orthogonal complements. With discussion and authors' reply
- Limit theorems for eigenvectors of the normalized Laplacian for random graphs
- Matrix differential calculus with applications in statistics and econometrics
- Modified Wald tests under nonregular conditions
- New asymptotic results in principal component analysis
- New introduction to multiple time series analysis.
- Newton's method for the common eigenvector problem
- On rank estimation in symmetric matrices: the case of indefinite matrix estimators
- Partial common principal component subspaces
- Some Theorems on Quadratic Forms Applied in the Study of Analysis of Variance Problems, I. Effect of Inequality of Variance in the One-Way Classification
- Sparse PCA: optimal rates and adaptive estimation
- Spectral and matrix factorization methods for consistent community detection in multi-layer networks
- Spectral clustering and the high-dimensional stochastic blockmodel
- TESTS OF RANK
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