Limiting Laws of Coherence of Random Matrices with Applications to
Testing Covariance Structure and Construction of Compressed Sensing Matrices

Limiting Laws of Coherence of Random Matrices with Applications to Testing Covariance Structure and Construction of Compressed Sensing Matrices

14 February 2011

Tony Cai

Papers citing "Limiting Laws of Coherence of Random Matrices with Applications to Testing Covariance Structure and Construction of Compressed Sensing Matrices"

7 / 57 papers shown

Title
Two sample tests for high-dimensional covariance matrices Jun Yu Li Songxi Chen 61 225 0 05 Jun 2012
Optimal hypothesis testing for high dimensional covariance matrices Tommaso Cai Zongming Ma 51 111 0 18 May 2012
Simultaneous Inference of Covariances Han Xiao W. Wu 34 4 0 02 Sep 2011
Asymptotic Inference of Autocovariances of Stationary Processes Han Xiao W. Wu 66 17 0 17 May 2011
Large Scale Correlation Screening Alfred Hero B. Rajaratnam 45 66 0 06 Feb 2011
Discussion: The Dantzig selector: Statistical estimation when $p$ is much larger than $n$ B. Efron Trevor Hastie Robert Tibshirani 144 90 0 21 Mar 2008
$Near-ideal model selection by $\ell_1$ minimization$ Near-ideal model selection by $\ell_1$ minimization Emmanuel J. Candès Y. Plan 121 220 0 02 Jan 2008