Testing general linear hypotheses under a high-dimensional multivariate regression model with spiked noise covariance

An adaptable generalization of Hotelling’s $T^{2}$ test in high dimension

(2020) Haoran Li et al.   ANNALS OF STATISTICS

On two-sample mean tests under spiked covariances

(2018) Rui Wang et al.   JOURNAL OF MULTIVARIATE ANALYSIS

PCA in High Dimensions: An Orientation

(2018) Iain M. Johnstone et al.   PROCEEDINGS OF THE IEEE

Two-sample tests for high-dimension, strongly spiked eigenvalue models

(2018) Makoto Aoshima et al.   STATISTICA SINICA

On estimation of the noise variance in high dimensional probabilistic principal component analysis

(2015) Damien Passemier et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

On the principal components of sample covariance matrices

(2015) Alex Bloemendal et al.   PROBABILITY THEORY AND RELATED FIELDS

Fast Principal Component Analysis of Large-Scale Genome-Wide Data

(2014) Gad Abraham et al.   PLoS One

Random matrix theory in statistics: A review

(2013) Debashis Paul et al.   JOURNAL OF STATISTICAL PLANNING AND INFERENCE

The WU-Minn Human Connectome Project: An overview

(2013) David C. Van Essen et al.   NEUROIMAGE

Function in the human connectome: Task-fMRI and individual differences in behavior

(2013) Deanna M. Barch et al.   NEUROIMAGE

Testing linear hypotheses in high-dimensional regressions

(2013) Zhidong Bai et al.   STATISTICS

A high-performance computing toolset for relatedness and principal component analysis of SNP data

(2012) X. Zheng et al.   BIOINFORMATICS

Asymptotics of the principal components estimator of large factor models with weakly influential factors

(2012) Alexei Onatski   JOURNAL OF ECONOMETRICS

The singular values and vectors of low rank perturbations of large rectangular random matrices

(2012) Florent Benaych-Georges et al.   JOURNAL OF MULTIVARIATE ANALYSIS

A two-sample test for high-dimensional data with applications to gene-set testing

(2010) Song Xi Chen et al.   ANNALS OF STATISTICS

Central limit theorems for eigenvalues in a spiked population model

(2008) Zhidong Bai et al.   ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES

Determining the number of components in a factor model from limited noisy data

(2008) Shira Kritchman et al.   CHEMOMETRICS AND INTELLIGENT LABORATORY SYSTEMS