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Results : 101-106/106

Operator Norm Consistent Estimation of Large-Dimensional Sparse Covariance Matrices

Authors: El Karoui, Noureddine

Journal: Annals of statistics

Citation: El Karoui, Noureddine, Operator Norm Consistent Estimation of Large-Dimensional Sparse Covariance Matrices, Annals of statistics , 36(6), 2008, pp. 2717-2756

Spectrum Estimation for Large Dimensional Covariance Matrices Using Random Matrix Theory

Authors: El Karoui, Noureddine

Journal: Annals of statistics

Citation: El Karoui, Noureddine, Spectrum Estimation for Large Dimensional Covariance Matrices Using Random Matrix Theory, Annals of statistics , 36(6), 2008, pp. 2757-2790

Finite Sample Approximation Results for Principal Component Analysis: A Matrix Perturbation Approach

Authors: Nadler, Boaz

Journal: Annals of statistics

Citation: Nadler, Boaz, Finite Sample Approximation Results for Principal Component Analysis: A Matrix Perturbation Approach, Annals of statistics , 36(6), 2008, pp. 2791-2817

Flexible Covariance Estimation in Graphical Gaussian Models

Authors: Rajaratnam, Bala Massam, Hélène Carvalho, Carlos M.

Journal: Annals of statistics

Citation: Rajaratnam, Bala et al., Flexible Covariance Estimation in Graphical Gaussian Models, Annals of statistics , 36(6), 2008, pp. 2818-2849

Statistical Eigen-Inference from Large Wishart Matrices

Authors: Rao, Raj N. Mingo, James A. Speicher Roland Edelman Alan

Journal: Annals of statistics

Citation: N. Rao, Raj et al., Statistical Eigen-Inference from Large Wishart Matrices, Annals of statistics , 36(6), 2008, pp. 2850-2885

Inference for Eigenvalues and Eigenvectors of Gaussian Symmetric Matrices

Authors: Schwartzman, Armin Mascarenhas, Walter F. Taylor, Jonathan E.

Journal: Annals of statistics

Citation: Schwartzman, Armin et al., Inference for Eigenvalues and Eigenvectors of Gaussian Symmetric Matrices, Annals of statistics , 36(6), 2008, pp. 2886-2919

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