The bootstrap, covariance matrices and PCA in moderate and high-dimensions

2 August 2016

Papers citing "The bootstrap, covariance matrices and PCA in moderate and high-dimensions"

4 / 4 papers shown

Title
Can we trust the bootstrap in high-dimension? N. Karoui E. Purdom 140 24 0 02 Aug 2016
Tracy-Widom Distribution for the Largest Eigenvalue of Real Sample Covariance Matrices with General Population J. Lee Kevin Schnelli 49 96 0 17 Sep 2014
Fast, Exact Bootstrap Principal Component Analysis for p>1 million Aaron Fisher B. Caffo B. Schwartz V. Zipunnikov 65 30 0 05 May 2014
Tie-respecting bootstrap methods for estimating distributions of sets and functions of eigenvalues P. Hall Young K. Lee B. Park D. Paul 72 14 0 11 Jun 2009