Convergence of Sample Eigenvectors of Spiked Population Model

Xue Ding

Type: Article

Publication Date: 2013-08-27

Citations: 3

DOI: https://doi.org/10.1080/03610926.2013.833240

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Locations

Communication in Statistics- Theory and Methods - View

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+	Notes on asymptotics of sample eigenstructure for spiked covariance models with non-Gaussian data	2018	Iain M. Johnstone Jeha Yang
+	Asymptotic properties of principal component analysis and shrinkage-bias adjustment under the generalized spiked population model	2019	Rounak Dey Seunggeun Lee
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Works Cited by This (18)

Action	Title	Year	Authors
+ PDF Chat	On the distribution of the largest eigenvalue in principal components analysis	2001	Iain M. Johnstone
+ PDF Chat	Spectral Analysis of Large Dimensional Random Matrices	2009	Zhidong Bai Jack W. Silverstein
+	On sample eigenvalues in a generalized spiked population model	2011	Zhidong Bai Jianfeng Yao
+ PDF Chat	CLT for linear spectral statistics of large-dimensional sample covariance matrices	2004	Zhidong Bai Jack W. Silverstein
+ PDF Chat	No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices	1998	Zhidong Bai Jack W. Silverstein
+ PDF Chat	Instabilities in Complex Mixtures with a Large Number of Components	2003	Richard P. Sear José A. Cuesta
+ PDF Chat	Convergence and prediction of principal component scores in high-dimensional settings	2010	Seunggeun Lee Fei Zou Fred A. Wright
+ PDF Chat	Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices	2005	Jinho Baik Gérard Ben Arous Sandrine Péché
+ PDF Chat	Penalized Discriminant Analysis	1995	Trevor Hastie Andreas Buja Robert Tibshirani
+	Eigenvalues of large sample covariance matrices of spiked population models	2005	Jinho Baik Jack W. Silverstein