Asymptotics of eigenstructure of sample correlation matrices for
high-dimensional spiked models

Asymptotics of eigenstructure of sample correlation matrices for high-dimensional spiked models

24 October 2018

D. Morales-Jiménez

Iain M. Johnstone

Papers citing "Asymptotics of eigenstructure of sample correlation matrices for high-dimensional spiked models"

13 / 13 papers shown

Title
High-Dimensional PCA Revisited: Insights from General Spiked Models and Data Normalization Effects Yanqing Yin Wang Zhou 24 0 0 25 Aug 2024
Asymptotic locations of bounded and unbounded eigenvalues of sample correlation matrices of certain factor models -- application to a components retention rule Yohji Akama Peng Tian 61 0 0 10 Jul 2024
The Asymptotic Properties of the Extreme Eigenvectors of High-dimensional Generalized Spiked Covariance Model Zhangni Pu Xiaozhuo Zhang Jiang Hu Zhidong Bai 29 1 0 14 May 2024
Spectral Properties of Elementwise-Transformed Spiked Matrices Michael J. Feldman 97 4 0 03 Nov 2023
Pitfalls of Climate Network Construction: A Statistical Perspective Moritz Haas B. Goswami U. V. Luxburg 40 4 0 05 Nov 2022
A dichotomous behavior of Guttman-Kaiser criterion from equi-correlated normal population Y. Akama Atina Husnaqilati 44 4 0 23 Oct 2022
Optimal Eigenvalue Shrinkage in the Semicircle Limit D. Donoho M. J. Feldman 36 5 0 10 Oct 2022
On eigenvalues of a high-dimensional Kendall's rank correlation matrix with dependence Zeng Li Cheng-Long Wang Qinwen Wang 33 5 0 28 Sep 2021
On the detection of low-rank signal in the presence of spatially uncorrelated noise: a frequency domain approach A. Rosuel P. Loubaton P. Vallet Xavier Mestre 13 3 0 24 Jun 2021
On the asymptotic distribution of the maximum sample spectral coherence of Gaussian time series in the high dimensional regime A. Rosuel P. Loubaton P. Vallet 13 5 0 24 Jun 2021
Statistical inference for principal components of spiked covariance matrices Z. Bao Xiucai Ding Jingming Wang Ke Wang 46 50 0 27 Aug 2020
Principal components of spiked covariance matrices in the supercritical regime Z. Bao Xiucai Ding Jingming Wang Ke Wang 19 4 0 29 Jul 2019
On eigenvalues of a high-dimensional spatial-sign covariance matrix Weiming Li Qinwen Wang Jianfeng Yao Wang Zhou 32 7 0 28 Jan 2019