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The spiked covariance model has gained increasing popularity in high-dimensional data analysis.
Extremal eigenvalues of sample covariance matrices with general population
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Translation of microarray data into clinically relevant cancer diagnostic tests using gene expression ratios in lung cancer and mesothelioma
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Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
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Population structure and eigenanalysis
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Asymptotics of sample eigenstructure for a large dimensional spiked covariance model
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Non-parametric detection of the number of signals: Hypothesis testing and random matrix theory
Kritchman, S. and B. Nadler (2009) · 2009
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Testing hypotheses about the number of factors in large factor models
Onatski, A. (2009) · 2009
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The stieltjes transform and its role in eigenvalue behavior of large dimensional random matrices
Silverstein, J. W. (2009) · 2009
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Determining the number of factors from empirical distribution of eigenvalues
Onatski, A. (2010) · 2010
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Matrix analysis
Horn, R. A. and C. R. Johnson (2012) · 2012
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Large covariance estimation by thresholding principal orthogonal complements
Fan, J., Y. Liao, and M. Mincheva (2013) · 2013
Influential features PCA for high dimensional clustering
Jin, J. and W. Wang (2016) · 2016
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Detecting rare and weak spikes in large covariance matrices
Ke, Z. T. (2016) · 2016
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An empirical kaiser criterion
Braeken, J. and M. A. Van Assen (2017) · 2017
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Phase transitions for high dimensional clustering and related problems
Jin, J., Z. T. Ke, and W. Wang (2017) · 2017
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Anisotropic local laws for random matrices
Knowles, A. and J. Yin (2017) · 2017
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Optimal shrinkage of eigenvalues in the spiked covariance model
Donoho, D. L., M. Gavish, and I. M. Johnstone (2018) · 2018
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Reconstruction of a low-rank matrix in the presence of gaussian noise
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The optimal hard threshold for singular values is 4 / 3 4/\sqrt{3}
Gavish, M. and D. L. Donoho (2014) · 2014
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Estimation of the number of spikes, possibly equal, in the high-dimensional case
Passemier, D. and J. Yao (2014) · 2014
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Universality of covariance matrices
Pillai, N. S. and J. Yin (2014) · 2014
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A global reference for human genetic variation
1000 Genomes Project Consortium, A. (2015) · 2015
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Efficient computation of limit spectra of sample covariance matrices
Dobriban, E. (2015) · 2015
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Deterministic parallel analysis: an improved method for selecting factors and principal components
Dobriban, E. and A. B. Owen (2019) · 2019
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Personal communications
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Limiting laws for divergent spiked eigenvalues and largest nonspiked eigenvalue of sample covariance matrices
Cai, T. T., X. Han, and G. Pan (2020) · 2020
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Spiked sample covariance matrices with possibly multiple bulk components
Ding, X. (2020) · 2020
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Estimating number of factors by adjusted eigenvalues thresholding
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Regularity properties of free multiplicative convolution on the positive line
Ji, H. C. (2020) · 2020
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