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Asymptotics of Empirical Eigen-structure for Ultra-high Dimensional
  Spiked Covariance Model

Asymptotics of Empirical Eigen-structure for Ultra-high Dimensional Spiked Covariance Model

16 February 2015
Jianqing Fan
Weichen Wang
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Papers citing "Asymptotics of Empirical Eigen-structure for Ultra-high Dimensional Spiked Covariance Model"

5 / 5 papers shown
Title
Provable Weak-to-Strong Generalization via Benign Overfitting
Provable Weak-to-Strong Generalization via Benign Overfitting
David X. Wu
A. Sahai
76
6
0
06 Oct 2024
Dynamic User Segmentation and Usage Profiling
Dynamic User Segmentation and Usage Profiling
Animesh Mitra
Saswata Sahoo
Soumyabrata Dey
21
0
0
27 May 2023
Distributed Estimation for Principal Component Analysis: an Enlarged
  Eigenspace Analysis
Distributed Estimation for Principal Component Analysis: an Enlarged Eigenspace Analysis
Xi Chen
J. Lee
He Li
Yun Yang
23
6
0
05 Apr 2020
High-dimensional principal component analysis with heterogeneous
  missingness
High-dimensional principal component analysis with heterogeneous missingness
Ziwei Zhu
Tengyao Wang
R. Samworth
41
47
0
28 Jun 2019
Generalized Four Moment Theorem with an application to the CLT for the
  spiked eigenvalues of high-dimensional general Fisher-matrices
Generalized Four Moment Theorem with an application to the CLT for the spiked eigenvalues of high-dimensional general Fisher-matrices
Dandan Jiang
Zhiqiang Hou
Z. Bai
22
1
0
11 Apr 2019
1