Efficient Estimation of Linear Functionals of Principal Components

25 August 2017

Papers citing "Efficient Estimation of Linear Functionals of Principal Components"

11 / 11 papers shown

Title
Mode-wise Principal Subspace Pursuit and Matrix Spiked Covariance Model Runshi Tang M. Yuan Anru R. Zhang 55 3 0 02 Jul 2023
Hypothesis testing on invariant subspaces of non-symmetric matrices with applications to network statistics Jerome R. Simons 21 0 0 31 Mar 2023
On the Multiway Principal Component Analysis Jialin Ouyang Ming Yuan 26 2 0 14 Feb 2023
Consistent inference for diffusions from low frequency measurements Richard Nickl 33 6 0 24 Oct 2022
Inference for Low-Rank Models Victor Chernozhukov Christian B. Hansen Yuan Liao Yinchu Zhu 17 11 0 06 Jul 2021
Spectral Methods for Data Science: A Statistical Perspective Yuxin Chen Yuejie Chi Jianqing Fan Cong Ma 57 165 0 15 Dec 2020
Efficient Estimation of Smooth Functionals in Gaussian Shift Models V. Koltchinskii M. Zhilova 22 14 0 05 Oct 2018
Singular vector and singular subspace distribution for the matrix denoising model Z. Bao Xiucai Ding Ke Wang 21 51 0 27 Sep 2018
Wald Statistics in high-dimensional PCA Matthias Loffler 23 1 0 10 May 2018
Asymptotically Efficient Estimation of Smooth Functionals of Covariance Operators V. Koltchinskii 34 30 0 25 Oct 2017
Non-asymptotic upper bounds for the reconstruction error of PCA M. Reiß Martin Wahl 30 55 0 13 Sep 2016