Spiked covariances and principal components analysis in high-dimensional random effects models

25 June 2018

Papers citing "Spiked covariances and principal components analysis in high-dimensional random effects models"

7 / 7 papers shown

Title
Spectral Methods for Data Science: A Statistical Perspective Yuxin Chen Yuejie Chi Jianqing Fan Cong Ma 163 173 0 15 Dec 2020
Matrix Means and a Novel High-Dimensional Shrinkage Phenomenon A. Lodhia Keith D. Levin Elizaveta Levina 30 3 0 16 Oct 2019
Principal components in linear mixed models with general bulk Z. Fan Yi Sun Zhichao Wang 29 8 0 22 Mar 2019
Notes on asymptotics of sample eigenstructure for spiked covariance models with non-Gaussian data Iain M. Johnstone Jeha Yang 29 5 0 24 Oct 2018
Singular vector and singular subspace distribution for the matrix denoising model Z. Bao Xiucai Ding Ke Wang 111 51 0 27 Sep 2018
Tracy-Widom at each edge of real covariance and MANOVA estimators Z. Fan Iain M. Johnstone 59 10 0 07 Jul 2017
Eigenvalue distributions of variance components estimators in high-dimensional random effects models Fan Zhou Iain M. Johnstone 63 13 0 08 Jul 2016