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Let $X,X_1,\dots, X_n$ be i.i.d.
Asymptotic theory for principal component analysis
T. W. Anderson · 1963
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Distribution of eigenvalues in certain sets of random matrices
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Perturbation Theory for Linear Operators
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Asymptotics of spectral projections of some random matrices approximating integral operators
V. Koltchinskii · 1998
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Nonlinear component analysis as a kernel eigenvalue problem
B. Schölkopf, A. Smola, and K.R. Müller · 1998
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On the distribution of the largest eigenvalue in principal components analysis
I.M. Johnstone · 2001
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Inference for density families using functional principal component analysis
A. Kneip and K.J. Utikal · 2001
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An introduction to multivariate statistical analysis
T. W. Anderson · 2003
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Sparse principal component analysis, 2003
I.M. Johnstone and A.Y. Lu · 2003
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Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
J. Baik, G. Ben Arous, and S. Péché · 2005
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Statistical properties of kernel principal component analysis
G. Blanchard, O. Bousquet, and L. Zwald · 2007
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A direct formulation for sparse PCA using semidefinite programming
A. d’Aspremont, L. El Ghaoui, M.I. Jordan, and G.R.G. Lanckriet · 2007
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Asymptotics of sample eigenstructure for a large dimensional spiked covariance model
Accuracy of the Tracy-Widom limits for the extreme eigenvalues in white Wishart matrices
Z. Ma · 2012
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Introduction to the non-asymptotic analysis of random matrices
R. Vershynin · 2012
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Minimax rates of estimation for sparse PCA in high dimensions
V. Vu and J. Lei · 2012
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Minimax bounds for sparse PCA with noisy high-dimensional data
A. Birnbaum, I.M. Johnstone, B. Nadler, and D. Paul · 2013
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Sparse PCA: Optimal rates and adaptive estimation
T.T. Cai, Z. Ma, and Y. Wu · 2013
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Sparse principal component analysis with missing observations
K. Lounici · 2013
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D. Paul · 2007
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Augmented sparse principal component analysis for high dimensional data, 2007
D. Paul and Johnstone I.M · 2007
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High-dimensional analysis of semidefinite relaxations for sparse principal components
A.A. Amini and M.J. Wainwright · 2009
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On consistency and sparsity for principal components analysis in high dimensions
I.M. Johnstone and A.Y. Lu · 2009
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Fast approach to the Tracy-Widom law at the edge of GOE and GUE
I.M. Johnstone and Z. Ma · 2012
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Concentration inequalities and moment bounds for sample covariance operators
V. Koltchinskii and K. Lounici
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High dimensional principal projections
A. Mas and F. Ruymgaart
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Sparse principal component analysis and iterative thresholding
Z. Ma · 2013
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High-dimensional covariance matrix estimation with missing observations
K. Lounici · 2014
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On the sample covariance matrix estimator of reduced effective rank population matrices, with applications to fPCA
F. Bunea and L. Xiao · 2015
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Normal approximation and concentration of spectral projectors of sample covariance, 2015
V. Koltchinskii and K. Lounici · 2015
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