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Hypothesis testing for eigenspaces of covariance matrix

Hypothesis testing for eigenspaces of covariance matrix

23 February 2020
I. Silin
Jianqing Fan
ArXiv (abs)PDFHTML

Papers citing "Hypothesis testing for eigenspaces of covariance matrix"

4 / 4 papers shown
Testing for common structures in high-dimensional factor models
Testing for common structures in high-dimensional factor models
M. Duker
V. Pipiras
188
0
0
28 Mar 2024
Improved Rates of Bootstrap Approximation for the Operator Norm: A
  Coordinate-Free Approach
Improved Rates of Bootstrap Approximation for the Operator Norm: A Coordinate-Free ApproachAnnales De L Institut Henri Poincare-probabilites Et Statistiques (Ann. Inst. Henri Poincaré Probab. Stat.), 2022
Miles E. Lopes
581
3
0
05 Aug 2022
Statistical inference for principal components of spiked covariance
  matrices
Statistical inference for principal components of spiked covariance matricesAnnals of Statistics (Ann. Stat.), 2020
Z. Bao
Xiucai Ding
Jingming Wang
Ke Wang
456
53
0
27 Aug 2020
Bootstrapping the Operator Norm in High Dimensions: Error Estimation for
  Covariance Matrices and Sketching
Bootstrapping the Operator Norm in High Dimensions: Error Estimation for Covariance Matrices and SketchingBernoulli (Bernoulli), 2019
Miles E. Lopes
N. Benjamin Erichson
Michael W. Mahoney
322
14
0
13 Sep 2019
1
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